+698.2%
SO vs VTV
+721.7%
-23.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | -4.6% | +1.1% | -5.7% | -5.2% |
| 3M | -3.0% | +5.9% | -8.9% | -6.1% |
| 6M | -8.3% | +11.6% | -19.9% | -13.7% |
| YTD | +3.5% | +19.8% | -16.3% | -6.4% |
| 1Y | -0.9% | +26.2% | -27.2% | -13.0% |
| 3Y | +45.4% | +68.5% | -23.1% | +8.3% |
| 5Y | +59.6% | +79.9% | -20.3% | +14.4% |
| 10Y | +156.6% | +229.7% | -73.1% | +34.5% |
| All | +698.2% | +721.7% | -23.5% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling