-100.0%
SOBR vs VT
+605.9%
-705.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.4% |
| 7D | -24.2% | -2.3% | -21.9% | -25.5% |
| 30D | 0.0% | -5.0% | +5.0% | -4.3% |
| 3M | -90.6% | -4.9% | -85.7% | -91.0% |
| 6M | -95.1% | -1.5% | -93.6% | -95.2% |
| YTD | -97.7% | +8.5% | -106.1% | -97.5% |
| 1Y | -98.2% | +11.4% | -109.6% | -98.1% |
| 3Y | -100.0% | +70.1% | -170.1% | -100.0% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| 10Y | -100.0% | +220.0% | -320.0% | -100.0% |
| All | -100.0% | +605.9% | -705.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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