-81.2%
SOC vs VT
+65.9%
-147.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.1% | -4.0% | -6.2% |
| 7D | -36.8% | -4.2% | -32.6% | -35.5% |
| 30D | -49.0% | -5.8% | -43.2% | -47.6% |
| 3M | -60.7% | -5.2% | -55.4% | -59.7% |
| 6M | -87.2% | +0.1% | -87.4% | -87.4% |
| YTD | -79.8% | +8.2% | -88.1% | -81.2% |
| 1Y | -68.0% | +10.1% | -78.1% | -70.4% |
| 3Y | -82.8% | +69.7% | -152.5% | -85.7% |
| 5Y | -81.4% | +53.4% | -134.8% | -84.5% |
| All | -81.2% | +65.9% | -147.1% | -84.5% |
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