-22.8%
SD vs VOO
+309.9%
-332.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.4% |
| 7D | -13.1% | -2.7% | -10.4% | -10.8% |
| 30D | -9.0% | -5.4% | -3.6% | -3.8% |
| 3M | -6.2% | -4.1% | -2.2% | -2.6% |
| 6M | -11.1% | +0.7% | -11.9% | -13.2% |
| YTD | -10.2% | +8.7% | -18.9% | -20.5% |
| 1Y | +2.1% | +11.0% | -8.9% | -12.0% |
| 3Y | +1.3% | +75.5% | -74.1% | -50.3% |
| 5Y | +35.8% | +68.4% | -32.6% | -29.6% |
| All | -22.8% | +309.9% | -332.7% | -83.1% |
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 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