-51.1%
SOC vs VT
+76.8%
-127.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +5.6% | +0.4% | +5.1% | +5.3% |
| 30D | +2.4% | +1.0% | +1.4% | +1.9% |
| 3M | -65.0% | +2.4% | -67.4% | -65.7% |
| 6M | -53.0% | +12.0% | -65.0% | -56.7% |
| YTD | -47.5% | +15.3% | -62.8% | -52.4% |
| 1Y | -79.4% | +22.6% | -102.0% | -81.9% |
| 3Y | -54.0% | +74.7% | -128.7% | -63.0% |
| 5Y | -51.0% | +66.1% | -117.2% | -60.4% |
| All | -51.1% | +76.8% | -127.9% | -60.9% |
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