-90.1%
SOGP vs VT
+113.0%
-203.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -0.8% |
| 7D | +3.7% | +2.4% | +1.3% | +0.6% |
| 30D | -3.0% | -1.5% | -1.5% | -0.5% |
| 3M | -12.0% | -4.1% | -7.8% | -6.2% |
| 6M | -31.9% | +0.6% | -32.5% | -32.9% |
| YTD | -5.7% | +11.0% | -16.8% | -20.1% |
| 1Y | +0.1% | +13.3% | -13.2% | -17.3% |
| 3Y | +225.8% | +73.4% | +152.5% | +45.7% |
| 5Y | -59.8% | +57.4% | -117.3% | -78.4% |
| All | -90.1% | +113.0% | -203.1% | -96.0% |
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