+196.4%
SO vs VTR
+130.3%
+66.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +4.7% | +5.5% | -0.8% | +3.2% |
| 3M | +1.7% | -0.9% | +2.6% | +1.8% |
| 6M | +2.2% | -0.4% | +2.6% | +2.0% |
| YTD | +10.0% | +17.0% | -7.1% | +5.0% |
| 1Y | +6.0% | +18.0% | -11.9% | +1.0% |
| 3Y | +54.1% | +127.4% | -73.3% | +22.7% |
| 5Y | +79.6% | +92.3% | -12.6% | +47.2% |
| All | +196.4% | +130.3% | +66.1% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling