+476.5%
V vs SO
+193.6%
+282.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.1% |
| 7D | -0.4% | -0.9% | +0.6% | 0.0% |
| 30D | +6.3% | +4.9% | +1.4% | +4.2% |
| 3M | +17.2% | +0.8% | +16.4% | +16.6% |
| 6M | +29.2% | +0.6% | +28.7% | +28.7% |
| YTD | +20.8% | +8.7% | +12.1% | +15.8% |
| 1Y | +25.0% | +4.0% | +21.1% | +22.1% |
| 3Y | +75.3% | +50.6% | +24.7% | +43.9% |
| 5Y | +105.8% | +77.5% | +28.4% | +53.7% |
| All | +476.5% | +193.6% | +282.9% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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