+37.0%
SON vs VT
+223.7%
-186.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -2.6% |
| 7D | +0.1% | +0.4% | -0.3% | -0.4% |
| 30D | +4.8% | -2.6% | +7.4% | +7.0% |
| 3M | -12.6% | -3.2% | -9.4% | -10.3% |
| 6M | -1.6% | +0.9% | -2.6% | -2.9% |
| YTD | +18.5% | +11.3% | +7.2% | +7.0% |
| 1Y | +28.8% | +14.0% | +14.8% | +13.7% |
| 3Y | +4.9% | +75.8% | -70.9% | -37.8% |
| 5Y | -0.7% | +57.8% | -58.6% | -35.4% |
| 10Y | +37.0% | +219.8% | -182.8% | -55.2% |
| All | +37.0% | +223.7% | -186.7% | -55.2% |
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