+17.7%
SOTK vs VT
+21.4%
-3.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.3% |
| 7D | -4.4% | +1.0% | -5.5% | -5.3% |
| 30D | -10.2% | -0.2% | -10.0% | -10.0% |
| 3M | -11.4% | +4.5% | -16.0% | -14.5% |
| 6M | +19.7% | +14.1% | +5.7% | +11.5% |
| YTD | +14.5% | +14.8% | -0.2% | +7.6% |
| 1Y | +17.7% | +21.2% | -3.5% | +12.7% |
| All | +17.7% | +21.4% | -3.7% | +12.7% |
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