-87.7%
SOS vs VT
+10.7%
-98.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -4.1% | -6.8% | -2.6% |
| 7D | -14.2% | -4.2% | -10.1% | -5.8% |
| 30D | -42.4% | -5.8% | -36.6% | -34.5% |
| 3M | -76.5% | -5.2% | -71.2% | -73.6% |
| 6M | -84.0% | +0.1% | -84.1% | -84.3% |
| YTD | -86.7% | +8.2% | -95.0% | -89.5% |
| 1Y | -87.7% | +10.1% | -97.8% | -90.6% |
| All | -87.7% | +10.7% | -98.4% | -90.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling