-98.6%
SOS vs VT
+75.0%
-173.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -13.4% | +0.4% | -13.9% | -14.0% |
| 30D | +0.5% | +1.0% | -0.5% | -0.9% |
| 3M | -26.4% | +2.4% | -28.7% | -29.3% |
| 6M | -46.8% | +12.0% | -58.8% | -56.4% |
| YTD | -43.3% | +15.3% | -58.6% | -55.6% |
| 1Y | -38.0% | +22.6% | -60.5% | -55.8% |
| All | -98.6% | +75.0% | -173.6% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling