+87.2%
SOCL vs VT
+221.4%
-134.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | +0.4% | +1.0% | -0.6% | -0.8% |
| 30D | -5.6% | -0.2% | -5.4% | -5.4% |
| 3M | -5.2% | +4.5% | -9.7% | -10.2% |
| 6M | -5.6% | +14.1% | -19.7% | -19.3% |
| YTD | -19.6% | +14.8% | -34.4% | -31.8% |
| 1Y | -24.2% | +21.2% | -45.4% | -39.7% |
| 3Y | +20.1% | +76.6% | -56.5% | -38.6% |
| 5Y | -31.6% | +66.6% | -98.2% | -61.8% |
| 10Y | +87.2% | +222.3% | -135.0% | -48.7% |
| All | +87.2% | +221.4% | -134.2% | -48.7% |
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