-54.2%
SAM vs VOO
+74.6%
-128.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -2.4% | +3.3% | -5.6% | -4.7% |
| 30D | +23.9% | -2.7% | +26.6% | +26.0% |
| 3M | +19.5% | -1.7% | +21.2% | +20.6% |
| 6M | +20.8% | +3.1% | +17.7% | +16.9% |
| YTD | +12.6% | +11.9% | +0.6% | +1.5% |
| 1Y | +9.3% | +12.1% | -2.8% | -1.6% |
| 3Y | -34.8% | +78.6% | -113.3% | -63.1% |
| 5Y | -54.2% | +73.8% | -128.0% | -75.2% |
| All | -54.2% | +74.6% | -128.8% | -75.2% |
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