-62.6%
SACH vs VOO
+75.9%
-138.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +5.3% | -2.0% | +7.3% | +6.7% |
| 30D | +14.4% | -1.7% | +16.1% | +15.6% |
| 3M | -7.0% | +4.7% | -11.8% | -10.0% |
| 6M | -9.7% | +12.6% | -22.3% | -16.1% |
| YTD | -5.4% | +11.8% | -17.1% | -11.7% |
| 1Y | -16.4% | +17.5% | -34.0% | -24.7% |
| All | -62.6% | +75.9% | -138.5% | -75.6% |
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