-84.1%
SABR vs VOO
+407.8%
-491.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +7.1% |
| 7D | +12.4% | +0.5% | +11.9% | +11.3% |
| 30D | +9.2% | -0.9% | +10.1% | +11.0% |
| 3M | +36.6% | +3.9% | +32.7% | +28.1% |
| 6M | +42.1% | +14.5% | +27.6% | +13.0% |
| YTD | +66.2% | +13.0% | +53.2% | +36.3% |
| 1Y | +29.9% | +19.4% | +10.5% | -3.7% |
| 3Y | -55.1% | +78.9% | -133.9% | -82.4% |
| 5Y | -79.2% | +82.3% | -161.5% | -91.6% |
| 10Y | -91.3% | +314.2% | -405.5% | -98.7% |
| All | -84.1% | +407.8% | -491.9% | -98.1% |
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