-43.1%
SORA price history and return analytics
+41.8%
-84.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.7% |
| 7D | -9.2% | -0.1% | -9.0% | -8.9% |
| 30D | -23.0% | -0.7% | -22.3% | -21.8% |
| 3M | +2.3% | +4.0% | -1.6% | -6.6% |
| 6M | +19.8% | +12.3% | +7.5% | -10.8% |
| YTD | -28.5% | +14.0% | -42.6% | -47.8% |
| 1Y | -61.6% | +20.3% | -81.9% | -74.9% |
| All | -43.1% | +41.8% | -84.9% | -71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling