-89.9%
SOGP vs VT
+113.5%
-203.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +1.6% |
| 7D | -7.5% | +0.4% | -7.9% | -7.9% |
| 30D | -4.9% | -2.6% | -2.3% | -1.0% |
| 3M | -18.3% | -3.2% | -15.1% | -14.3% |
| 6M | -31.7% | +0.9% | -32.7% | -33.3% |
| YTD | -4.2% | +11.3% | -15.6% | -19.3% |
| 1Y | -13.4% | +14.0% | -27.4% | -29.2% |
| 3Y | +219.2% | +75.8% | +143.4% | +39.4% |
| 5Y | -57.9% | +57.8% | -115.7% | -77.5% |
| All | -89.9% | +113.5% | -203.4% | -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