+43.8%
SO vs VTV
+67.6%
-23.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -2.5% | -0.5% | -2.0% | -2.3% |
| 3M | -4.2% | +5.3% | -9.5% | -6.4% |
| 6M | -7.7% | +12.9% | -20.5% | -12.5% |
| YTD | +3.8% | +18.5% | -14.7% | -4.0% |
| 1Y | +0.1% | +25.3% | -25.2% | -9.9% |
| All | +43.8% | +67.6% | -23.8% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 3y: compounded portfolio wealth divided by compounded VTV 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…
3y analysis · Full analysis span regression · 6 months rolling