+330.0%
SOTK vs VT
+346.0%
-16.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -10.6% | -2.3% | -8.3% | -9.9% |
| 30D | -36.3% | -5.0% | -31.3% | -35.2% |
| 3M | -20.7% | -4.9% | -15.8% | -19.3% |
| 6M | -13.7% | -1.5% | -12.1% | -13.0% |
| YTD | +4.1% | +8.5% | -4.4% | +2.0% |
| 1Y | -6.1% | +11.4% | -17.5% | -8.8% |
| 3Y | -12.6% | +70.1% | -82.7% | -25.6% |
| 5Y | -27.7% | +53.7% | -81.5% | -36.8% |
| 10Y | +305.7% | +220.0% | +85.7% | +180.3% |
| All | +330.0% | +346.0% | -16.0% | +281.3% |
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