-51.5%
SOFX vs VT
+39.8%
-91.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.1% |
| 7D | +0.3% | +0.4% | -0.2% | -1.2% |
| 30D | -4.4% | +1.0% | -5.4% | -7.0% |
| 3M | -1.8% | +2.4% | -4.2% | -6.8% |
| 6M | -28.4% | +12.0% | -40.4% | -55.5% |
| YTD | -66.4% | +15.3% | -81.8% | -82.0% |
| 1Y | -70.9% | +22.6% | -93.4% | -87.5% |
| All | -51.5% | +39.8% | -91.3% | -84.4% |
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