+698.2%
SO vs VUG
+1,251.8%
-553.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -0.2% | -0.1% | -0.1% | -0.1% |
| 30D | -4.6% | -0.3% | -4.3% | -4.5% |
| 3M | -3.0% | -0.7% | -2.4% | -3.1% |
| 6M | -8.3% | +14.6% | -22.9% | -13.4% |
| YTD | +3.5% | +9.0% | -5.5% | -0.6% |
| 1Y | -0.9% | +14.9% | -15.8% | -7.1% |
| 3Y | +45.4% | +86.0% | -40.7% | +8.6% |
| 5Y | +59.6% | +76.7% | -17.1% | +18.8% |
| 10Y | +156.6% | +411.3% | -254.7% | +13.5% |
| All | +698.2% | +1,251.8% | -553.6% | +108.1% |
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