+209.4%
SON vs VT
+345.0%
-135.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +2.8% |
| 7D | +3.0% | -4.2% | +7.1% | +6.5% |
| 30D | +7.0% | -5.8% | +12.8% | +12.1% |
| 3M | -11.3% | -5.2% | -6.1% | -7.5% |
| 6M | +3.8% | +0.1% | +3.7% | +3.4% |
| YTD | +21.2% | +8.2% | +13.0% | +12.9% |
| 1Y | +31.2% | +10.1% | +21.1% | +20.4% |
| 3Y | +5.6% | +69.7% | -64.0% | -32.2% |
| 5Y | +2.4% | +53.4% | -51.0% | -29.1% |
| 10Y | +44.7% | +219.2% | -174.5% | -44.1% |
| All | +209.4% | +345.0% | -135.6% | -13.1% |
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