+50.8%
SOTK vs VT
+66.2%
-15.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.7% | +0.4% | +2.2% | +2.5% |
| 30D | -6.9% | +1.0% | -7.8% | -7.2% |
| 3M | -10.4% | +2.4% | -12.7% | -11.0% |
| 6M | +24.6% | +12.0% | +12.6% | +20.7% |
| YTD | +21.5% | +15.3% | +6.2% | +17.0% |
| 1Y | +37.2% | +22.6% | +14.6% | +30.1% |
| 3Y | -0.6% | +74.7% | -75.3% | -14.0% |
| All | +50.8% | +66.2% | -15.4% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling