-90.4%
SOGP vs VT
+108.1%
-198.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.2% |
| 7D | -12.3% | -2.3% | -10.0% | -9.2% |
| 30D | -11.0% | -5.0% | -6.0% | -4.0% |
| 3M | -23.2% | -4.9% | -18.3% | -17.5% |
| 6M | -35.6% | -1.5% | -34.1% | -34.9% |
| YTD | -9.1% | +8.5% | -17.6% | -20.5% |
| 1Y | -19.8% | +11.4% | -31.2% | -32.3% |
| 3Y | +204.0% | +70.1% | +133.9% | +39.2% |
| 5Y | -61.3% | +53.7% | -115.0% | -78.5% |
| All | -90.4% | +108.1% | -198.5% | -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