-52.8%
SOFX price history and return analytics
+39.1%
-91.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -0.2% |
| 7D | +10.4% | +1.0% | +9.4% | +5.6% |
| 30D | -8.0% | -0.2% | -7.8% | -5.1% |
| 3M | +4.0% | +4.5% | -0.6% | -11.5% |
| 6M | -31.8% | +14.1% | -45.8% | -61.3% |
| YTD | -67.3% | +14.8% | -82.1% | -82.1% |
| 1Y | -72.8% | +21.2% | -94.0% | -87.7% |
| All | -52.8% | +39.1% | -91.9% | -84.5% |
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