+148.8%
SAM vs VOO
+817.1%
-668.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 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% | +2.7% |
| 6M | -27.3% | +13.0% | -40.4% | -34.6% |
| YTD | -13.5% | +13.6% | -27.1% | -22.6% |
| 1Y | -24.3% | +20.1% | -44.3% | -35.3% |
| 3Y | -54.1% | +77.6% | -131.6% | -72.0% |
| 5Y | -70.0% | +82.4% | -152.4% | -82.1% |
| 10Y | -9.3% | +316.8% | -326.1% | -72.6% |
| All | +148.8% | +817.1% | -668.3% | -61.3% |
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