+736.5%
SO vs VUG
+1,157.1%
-420.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -1.5% | -3.4% | +1.9% | -0.3% |
| 30D | +8.1% | -11.1% | +19.2% | +12.5% |
| 3M | +0.2% | -7.2% | +7.5% | +2.6% |
| 6M | +0.4% | -4.1% | +4.5% | +1.1% |
| YTD | +8.5% | +1.4% | +7.1% | +6.6% |
| 1Y | +4.9% | +1.9% | +3.0% | +2.8% |
| 3Y | +47.9% | +77.7% | -29.8% | +11.8% |
| 5Y | +75.7% | +57.6% | +18.1% | +36.7% |
| 10Y | +178.0% | +398.6% | -220.6% | +23.2% |
| All | +736.5% | +1,157.1% | -420.6% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling