+54.1%
SO vs VUG
+78.3%
-24.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.1% |
| 7D | +1.4% | +2.5% | -1.2% | +1.7% |
| 30D | +4.7% | -6.3% | +11.0% | +3.7% |
| 3M | +1.7% | -6.0% | +7.7% | +0.8% |
| 6M | +2.2% | -3.5% | +5.7% | +1.8% |
| YTD | +10.0% | +3.9% | +6.0% | +10.7% |
| 1Y | +6.0% | +5.1% | +0.9% | +6.9% |
| 3Y | +54.1% | +77.9% | -23.8% | +52.3% |
| All | +54.1% | +78.3% | -24.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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