-43.0%
SABS vs VOO
+77.0%
-120.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -3.8% |
| 7D | -7.2% | -0.4% | -6.8% | -7.0% |
| 30D | -7.9% | -1.4% | -6.6% | -7.0% |
| 3M | +3.6% | +3.7% | -0.1% | +1.3% |
| 6M | -9.4% | +13.0% | -22.4% | -15.9% |
| YTD | -7.0% | +12.4% | -19.4% | -13.4% |
| 1Y | +63.4% | +18.6% | +44.8% | +47.8% |
| All | -43.0% | +77.0% | -120.0% | -45.9% |
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