-51.7%
SOPH vs VT
+71.5%
-123.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -0.6% | +0.4% | -1.1% | -1.2% |
| 30D | +28.4% | +1.0% | +27.4% | +27.1% |
| 3M | +63.1% | +2.4% | +60.7% | +59.0% |
| 6M | +91.5% | +12.0% | +79.5% | +66.6% |
| YTD | +73.2% | +15.3% | +57.9% | +46.1% |
| 1Y | +137.2% | +22.6% | +114.7% | +86.3% |
| 3Y | +232.9% | +74.7% | +158.3% | +65.2% |
| 5Y | -58.4% | +66.1% | -124.6% | -78.8% |
| All | -51.7% | +71.5% | -123.2% | -75.8% |
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