-50.1%
SOPH price history and return analytics
+70.7%
-120.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.9% |
| 7D | -0.8% | +1.0% | -1.8% | -2.0% |
| 30D | +8.4% | -0.2% | +8.7% | +8.8% |
| 3M | +58.3% | +4.5% | +53.8% | +50.7% |
| 6M | +92.2% | +14.1% | +78.1% | +63.6% |
| YTD | +79.0% | +14.8% | +64.3% | +51.9% |
| 1Y | +151.8% | +21.2% | +130.6% | +100.4% |
| 3Y | +235.7% | +76.6% | +159.2% | +64.1% |
| 5Y | -52.9% | +66.6% | -119.5% | -76.0% |
| All | -50.1% | +70.7% | -120.8% | -74.8% |
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