+153.1%
SO vs VWO
+117.1%
+36.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | -1.1% | -1.8% | +0.7% | -0.6% |
| 30D | -5.0% | -0.1% | -4.9% | -5.0% |
| 3M | -5.8% | +2.2% | -8.0% | -6.6% |
| 6M | -7.9% | +8.8% | -16.7% | -10.7% |
| YTD | +2.4% | +12.4% | -10.0% | -1.9% |
| 1Y | -2.3% | +15.6% | -17.8% | -7.4% |
| 3Y | +41.9% | +62.5% | -20.6% | +17.9% |
| 5Y | +58.1% | +34.3% | +23.8% | +40.0% |
| All | +153.1% | +117.1% | +36.0% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling