-55.3%
SABR vs VOO
+75.9%
-131.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.7% |
| 7D | +3.4% | -2.0% | +5.4% | +7.5% |
| 30D | +7.0% | -1.7% | +8.7% | +10.7% |
| 3M | +29.1% | +4.7% | +24.3% | +17.9% |
| 6M | +29.1% | +12.6% | +16.5% | +2.1% |
| YTD | +56.6% | +11.8% | +44.9% | +26.5% |
| 1Y | +23.8% | +17.5% | +6.3% | -10.4% |
| All | -55.3% | +75.9% | -131.2% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling