+385.8%
SO vs VXUS
+163.7%
+222.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.3% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | +8.6% | -1.9% | +10.5% | +9.2% |
| 3M | +1.8% | -4.4% | +6.2% | +3.3% |
| 6M | +3.6% | -2.0% | +5.6% | +3.9% |
| YTD | +9.9% | +11.1% | -1.2% | +4.5% |
| 1Y | +5.7% | +15.1% | -9.3% | -1.0% |
| 3Y | +52.5% | +70.4% | -17.9% | +20.4% |
| 5Y | +77.3% | +47.2% | +30.1% | +47.4% |
| 10Y | +186.8% | +142.3% | +44.5% | +91.0% |
| All | +385.8% | +163.7% | +222.1% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling