-79.6%
SOC vs VT
+72.9%
-152.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +1.7% | -21.9% | -20.9% |
| 7D | -35.3% | -0.3% | -35.0% | -35.3% |
| 30D | -42.9% | -1.4% | -41.5% | -42.6% |
| 3M | -55.8% | -1.4% | -54.4% | -55.6% |
| 6M | -86.3% | +5.5% | -91.8% | -86.9% |
| YTD | -78.0% | +12.8% | -90.9% | -79.9% |
| 1Y | -66.4% | +15.4% | -81.9% | -69.7% |
| 3Y | -81.3% | +76.9% | -158.2% | -84.8% |
| 5Y | -79.8% | +60.4% | -140.2% | -83.5% |
| All | -79.6% | +72.9% | -152.5% | -83.5% |
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