+231.7%
SAM vs VOO
+775.2%
-543.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +1.9% |
| 7D | +13.4% | -4.7% | +18.1% | +17.5% |
| 30D | +32.0% | -5.9% | +37.9% | +38.0% |
| 3M | +21.7% | -4.5% | +26.3% | +25.7% |
| 6M | +9.1% | +1.9% | +7.2% | +6.5% |
| YTD | +15.3% | +8.4% | +6.9% | +6.6% |
| 1Y | +7.4% | +9.5% | -2.0% | -1.6% |
| 3Y | -33.5% | +75.3% | -108.7% | -59.3% |
| 5Y | -55.2% | +67.9% | -123.1% | -71.6% |
| 10Y | +43.5% | +314.4% | -271.0% | -56.6% |
| All | +231.7% | +775.2% | -543.6% | -46.7% |
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