+89.1%
SOCL vs VT
+221.8%
-132.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | -1.5% | +2.4% | -3.9% | -4.3% |
| 30D | -7.0% | -1.5% | -5.5% | -5.4% |
| 3M | -11.3% | -4.1% | -7.2% | -6.8% |
| 6M | -13.1% | +0.6% | -13.6% | -13.8% |
| YTD | -26.1% | +11.0% | -37.1% | -34.8% |
| 1Y | -26.0% | +13.3% | -39.4% | -36.4% |
| 3Y | +11.0% | +73.4% | -62.4% | -42.2% |
| 5Y | -33.5% | +57.4% | -90.9% | -60.5% |
| All | +89.1% | +221.8% | -132.7% | -52.6% |
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