-66.0%
SACH vs VOO
+80.3%
-146.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +5.3% | -2.0% | +7.3% | +6.8% |
| 30D | +14.4% | -1.7% | +16.1% | +15.7% |
| 3M | -7.0% | +4.7% | -11.8% | -10.2% |
| 6M | -9.7% | +12.6% | -22.3% | -17.0% |
| YTD | -5.4% | +11.8% | -17.1% | -12.6% |
| 1Y | -16.4% | +17.5% | -34.0% | -25.7% |
| 3Y | -61.8% | +77.0% | -138.8% | -75.3% |
| 5Y | -66.0% | +82.6% | -148.5% | -78.8% |
| All | -66.0% | +80.3% | -146.3% | -78.8% |
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