+454.5%
V vs SO
+188.2%
+266.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +9.7% | +8.7% | +1.1% | +6.0% |
| 3M | +17.3% | +3.4% | +13.9% | +15.6% |
| 6M | +33.2% | +3.7% | +29.5% | +31.0% |
| YTD | +21.3% | +10.0% | +11.3% | +15.7% |
| 1Y | +27.3% | +6.6% | +20.7% | +23.0% |
| 3Y | +76.1% | +52.5% | +23.6% | +43.8% |
| 5Y | +103.5% | +76.1% | +27.4% | +52.6% |
| 10Y | +454.5% | +194.9% | +259.6% | +263.2% |
| All | +454.5% | +188.2% | +266.3% | +263.2% |
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