-80.8%
SABR vs VOO
+82.8%
-163.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +0.2% |
| 7D | +1.9% | -0.8% | +2.6% | +3.4% |
| 30D | +5.3% | -1.1% | +6.4% | +7.6% |
| 3M | +29.2% | +3.9% | +25.3% | +20.2% |
| 6M | +30.7% | +13.6% | +17.1% | +2.4% |
| YTD | +59.6% | +12.7% | +46.9% | +27.8% |
| 1Y | +15.4% | +17.6% | -2.2% | -15.4% |
| 3Y | -54.4% | +77.3% | -131.7% | -84.5% |
| All | -80.8% | +82.8% | -163.6% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling