-92.3%
SOC vs VT
+69.8%
-162.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -0.5% | -14.2% | -14.5% |
| 7D | -69.7% | -0.1% | -69.6% | -70.0% |
| 30D | -79.8% | -3.1% | -76.8% | -79.7% |
| 3M | -85.2% | -3.5% | -81.7% | -85.1% |
| 6M | -94.2% | +0.5% | -94.6% | -94.3% |
| YTD | -91.7% | +10.8% | -102.5% | -92.4% |
| 1Y | -87.5% | +11.9% | -99.4% | -88.6% |
| 3Y | -92.9% | +73.0% | -165.8% | -94.2% |
| 5Y | -92.3% | +58.6% | -150.9% | -93.7% |
| All | -92.3% | +69.8% | -162.0% | -93.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling