+89.2%
SOCL vs VT
+224.4%
-135.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | -0.9% |
| 7D | +0.2% | -0.7% | +0.9% | +0.9% |
| 30D | -6.2% | -1.7% | -4.4% | -4.3% |
| 3M | -9.8% | -2.3% | -7.5% | -7.4% |
| 6M | -10.8% | +1.5% | -12.3% | -12.5% |
| YTD | -24.3% | +12.0% | -36.3% | -34.0% |
| 1Y | -26.6% | +12.9% | -39.5% | -36.6% |
| 3Y | +14.2% | +74.9% | -60.7% | -41.2% |
| 5Y | -31.1% | +59.9% | -91.0% | -59.8% |
| 10Y | +89.2% | +224.6% | -135.5% | -53.5% |
| All | +89.2% | +224.4% | -135.2% | -53.5% |
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 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