-53.4%
SAM vs VOO
+77.8%
-131.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -7.8% | +0.1% | -7.9% | -7.9% |
| 30D | -8.7% | +0.1% | -8.7% | -8.7% |
| 3M | +4.8% | +2.0% | +2.8% | +3.9% |
| 6M | -27.3% | +13.0% | -40.4% | -31.3% |
| YTD | -13.5% | +13.6% | -27.1% | -18.6% |
| 1Y | -24.3% | +20.1% | -44.3% | -30.8% |
| All | -53.4% | +77.8% | -131.2% | -68.5% |
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