-47.0%
SACH vs VOO
+287.4%
-334.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.1% | +4.0% |
| 7D | +6.2% | +0.5% | +5.7% | +5.7% |
| 30D | +11.7% | -0.9% | +12.6% | +12.5% |
| 3M | -8.2% | +3.9% | -12.1% | -10.9% |
| 6M | -9.2% | +14.5% | -23.7% | -18.0% |
| YTD | -5.7% | +13.0% | -18.6% | -14.0% |
| 1Y | -16.7% | +19.4% | -36.1% | -27.2% |
| 3Y | -62.0% | +78.9% | -140.8% | -75.8% |
| 5Y | -66.3% | +82.3% | -148.5% | -79.0% |
| All | -47.0% | +287.4% | -334.4% | -76.4% |
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