-39.0%
SOFA vs VT
+9.5%
-48.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.8% |
| 7D | +0.9% | +0.4% | +0.4% | -0.3% |
| 30D | -3.4% | +1.0% | -4.4% | -5.3% |
| 3M | +1.5% | +2.4% | -0.9% | -2.9% |
| 6M | -24.4% | +12.0% | -36.4% | -42.6% |
| All | -39.0% | +9.5% | -48.5% | -51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling