-92.5%
SOC vs VT
+57.0%
-149.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -0.3% | +18.0% | +17.9% |
| 7D | -62.2% | +2.4% | -64.5% | -63.0% |
| 30D | -78.3% | -1.5% | -76.8% | -78.3% |
| 3M | -81.9% | -4.1% | -77.8% | -81.7% |
| 6M | -94.4% | +0.6% | -95.0% | -94.6% |
| YTD | -91.9% | +11.0% | -102.9% | -92.6% |
| 1Y | -87.6% | +13.3% | -101.0% | -88.9% |
| 3Y | -93.1% | +73.4% | -166.4% | -94.4% |
| All | -92.5% | +57.0% | -149.6% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling