-53.4%
SARK vs VOO
+74.2%
-127.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | +1.4% |
| 7D | +3.1% | -0.8% | +3.9% | +1.2% |
| 30D | -4.0% | -1.1% | -2.9% | -6.2% |
| 3M | -12.2% | +3.9% | -16.1% | -2.4% |
| 6M | -18.3% | +13.6% | -31.9% | +15.3% |
| YTD | -16.1% | +12.7% | -28.8% | +17.2% |
| 1Y | -17.8% | +17.6% | -35.4% | +29.6% |
| 3Y | -67.5% | +77.3% | -144.8% | +65.5% |
| All | -53.4% | +74.2% | -127.6% | +201.1% |
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