-48.0%
SOPH vs VT
+57.0%
-105.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.7% | +4.8% |
| 7D | +15.0% | +2.4% | +12.6% | +11.6% |
| 30D | +16.3% | -1.5% | +17.8% | +18.7% |
| 3M | +7.7% | -4.1% | +11.9% | +13.7% |
| 6M | +82.0% | +0.6% | +81.5% | +81.8% |
| YTD | +75.8% | +11.0% | +64.8% | +55.2% |
| 1Y | +87.4% | +13.3% | +74.1% | +61.7% |
| 3Y | +155.0% | +73.4% | +81.6% | +25.6% |
| All | -48.0% | +57.0% | -105.1% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling