-16.7%
SORA price history and return analytics
+1.2%
-17.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.3% | -9.2% | -9.5% |
| 7D | -8.3% | +2.4% | -10.7% | -8.2% |
| 30D | -10.9% | -1.5% | -9.4% | -11.2% |
| 3M | -23.1% | -4.1% | -19.0% | -23.1% |
| 6M | -16.7% | +0.6% | -17.2% | -17.3% |
| All | -16.7% | +1.2% | -17.9% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling