-22.5%
SD vs VOO
+309.6%
-332.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +4.4% | +2.6% | +1.8% | +1.5% |
| 30D | -7.1% | -2.0% | -5.1% | -5.6% |
| 3M | -5.5% | -2.8% | -2.8% | -3.3% |
| 6M | -9.7% | +2.2% | -11.9% | -13.1% |
| YTD | -6.2% | +11.5% | -17.7% | -19.3% |
| 1Y | -2.8% | +13.5% | -16.3% | -18.2% |
| 3Y | +10.5% | +78.1% | -67.5% | -46.5% |
| 5Y | +31.4% | +73.1% | -41.8% | -34.0% |
| All | -22.5% | +309.6% | -332.2% | -80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling