-53.0%
SOPH price history and return analytics
+69.6%
-122.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.3% |
| 7D | -2.7% | -1.1% | -1.6% | -1.3% |
| 30D | +4.0% | -1.0% | +4.9% | +5.4% |
| 3M | +51.3% | +3.2% | +48.2% | +46.6% |
| 6M | +74.9% | +12.5% | +62.4% | +51.6% |
| YTD | +68.5% | +14.1% | +54.5% | +44.2% |
| 1Y | +145.9% | +18.9% | +127.0% | +100.5% |
| 3Y | +221.2% | +74.1% | +147.1% | +60.1% |
| 5Y | -53.7% | +66.9% | -120.5% | -76.3% |
| All | -53.0% | +69.6% | -122.7% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling