+59.1%
SO vs VTV
+78.5%
-19.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -1.1% | -2.1% | +0.9% | 0.0% |
| 30D | -3.7% | -1.3% | -2.4% | -3.0% |
| 3M | -5.9% | +5.6% | -11.5% | -8.8% |
| 6M | -7.3% | +12.4% | -19.7% | -13.4% |
| YTD | +3.1% | +17.6% | -14.5% | -6.3% |
| 1Y | -1.0% | +23.5% | -24.5% | -12.7% |
| 3Y | +43.2% | +67.0% | -23.8% | +2.4% |
| 5Y | +59.1% | +80.5% | -21.4% | +7.1% |
| All | +59.1% | +78.5% | -19.4% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling