+45.3%
SO vs VUG
+88.1%
-42.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +1.0% | +0.9% | +0.2% | +1.1% |
| 30D | -3.2% | -1.4% | -1.8% | -3.4% |
| 3M | -1.7% | +2.3% | -4.0% | -1.3% |
| 6M | -7.2% | +15.7% | -22.9% | -5.7% |
| YTD | +4.6% | +8.6% | -4.1% | +5.7% |
| 1Y | +1.2% | +14.1% | -12.8% | +2.7% |
| 3Y | +45.3% | +87.9% | -42.6% | +38.7% |
| All | +45.3% | +88.1% | -42.8% | +38.7% |
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