-90.6%
SOGP vs VT
+107.6%
-198.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.1% | -4.2% | -2.4% |
| 7D | -13.9% | -4.2% | -9.8% | -8.4% |
| 30D | -13.2% | -5.8% | -7.4% | -5.1% |
| 3M | -24.3% | -5.2% | -19.1% | -18.3% |
| 6M | -38.4% | +0.1% | -38.5% | -39.3% |
| YTD | -10.5% | +8.2% | -18.7% | -21.5% |
| 1Y | -21.7% | +10.1% | -31.8% | -32.8% |
| 3Y | +196.9% | +69.7% | +127.3% | +36.5% |
| 5Y | -61.9% | +53.4% | -115.2% | -78.8% |
| All | -90.6% | +107.6% | -198.2% | -96.1% |
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