+292.7%
SOTK vs VT
+224.4%
+68.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.2% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | -40.2% | -1.7% | -38.5% | -39.8% |
| 3M | -16.9% | -2.3% | -14.6% | -16.0% |
| 6M | -10.8% | +1.5% | -12.4% | -11.0% |
| YTD | +3.6% | +12.0% | -8.4% | 0.0% |
| 1Y | -1.8% | +12.9% | -14.7% | -5.5% |
| 3Y | -14.1% | +74.9% | -89.0% | -29.5% |
| 5Y | -24.9% | +59.9% | -84.8% | -35.7% |
| 10Y | +292.7% | +224.6% | +68.0% | +104.4% |
| All | +292.7% | +224.4% | +68.3% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling