+59.8%
SO vs VXUS
+54.3%
+5.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -0.2% | +1.0% | -1.2% | -0.4% |
| 30D | -4.6% | +2.2% | -6.8% | -5.1% |
| 3M | -3.0% | +3.0% | -6.0% | -3.8% |
| 6M | -8.3% | +10.7% | -18.9% | -10.8% |
| YTD | +3.5% | +17.8% | -14.3% | -1.3% |
| 1Y | -0.9% | +27.6% | -28.5% | -7.9% |
| 3Y | +45.4% | +73.3% | -28.0% | +20.9% |
| All | +59.8% | +54.3% | +5.5% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 5y: compounded portfolio wealth divided by compounded VXUS 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…
5y analysis · Full analysis span regression · 6 months rolling