-100.0%
SOS vs VT
+184.3%
-284.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +4.9% |
| 7D | -3.2% | -1.6% | -1.6% | -0.5% |
| 30D | -34.2% | -2.5% | -31.7% | -31.3% |
| 3M | -75.1% | -1.3% | -73.8% | -74.4% |
| 6M | -82.4% | +3.1% | -85.4% | -83.3% |
| YTD | -84.9% | +10.9% | -95.8% | -87.0% |
| 1Y | -87.3% | +12.1% | -99.4% | -89.2% |
| 3Y | -99.6% | +73.9% | -173.5% | -99.8% |
| 5Y | -100.0% | +58.0% | -158.0% | -100.0% |
| All | -100.0% | +184.3% | -284.3% | -100.0% |
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