-38.6%
SORA vs VT
+43.5%
-82.1%
-87.3%
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 | +45.1% | +0.4% | +44.6% | +43.6% |
| 30D | +1.7% | +1.0% | +0.8% | 0.0% |
| 3M | -4.9% | +2.4% | -7.2% | -10.1% |
| 6M | +23.7% | +12.0% | +11.7% | -6.7% |
| YTD | -23.0% | +15.3% | -38.3% | -45.0% |
| 1Y | -62.7% | +22.6% | -85.3% | -76.6% |
| All | -38.6% | +43.5% | -82.1% | -70.0% |
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