-99.7%
SOWG vs VT
+458.5%
-558.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +8.1% | -2.3% | +10.5% | +9.2% |
| 30D | +0.4% | -5.0% | +5.4% | +2.7% |
| 3M | -34.9% | -4.9% | -30.0% | -33.5% |
| 6M | +100.0% | -1.5% | +101.5% | +101.8% |
| YTD | -55.7% | +8.5% | -64.2% | -57.1% |
| 1Y | -77.2% | +11.4% | -88.5% | -78.2% |
| 3Y | -97.6% | +70.1% | -167.6% | -98.0% |
| 5Y | -95.4% | +53.7% | -149.2% | -96.1% |
| 10Y | -98.7% | +220.0% | -318.7% | -99.1% |
| All | -99.7% | +458.5% | -558.2% | -99.8% |
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