+25.7%
SABA vs VOO
+777.9%
-752.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +1.8% | -2.7% | +4.5% | +2.9% |
| 30D | +2.0% | -5.4% | +7.4% | +4.2% |
| 3M | -3.5% | -4.1% | +0.6% | -1.9% |
| 6M | -3.3% | +0.7% | -4.0% | -3.7% |
| YTD | +3.0% | +8.7% | -5.7% | -0.6% |
| 1Y | +1.0% | +11.0% | -10.0% | -3.3% |
| 3Y | +29.3% | +75.5% | -46.1% | +2.8% |
| 5Y | +14.9% | +68.4% | -53.4% | -8.1% |
| 10Y | +32.4% | +315.7% | -283.3% | -27.9% |
| All | +25.7% | +777.9% | -752.1% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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