+190.3%
SOCL vs VT
+379.7%
-189.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | +4.2% | -2.3% | +6.5% | +6.9% |
| 30D | -5.4% | -5.0% | -0.5% | +0.2% |
| 3M | -10.7% | -4.9% | -5.8% | -5.5% |
| 6M | -12.6% | -1.5% | -11.0% | -11.1% |
| YTD | -24.9% | +8.5% | -33.4% | -31.6% |
| 1Y | -25.9% | +11.4% | -37.2% | -34.5% |
| 3Y | +13.6% | +70.1% | -56.5% | -37.9% |
| 5Y | -31.2% | +53.7% | -85.0% | -56.9% |
| 10Y | +88.5% | +220.0% | -131.5% | -44.1% |
| All | +190.3% | +379.7% | -189.4% | -40.9% |
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