-3.9%
SD vs VOO
+313.4%
-317.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.7% |
| 7D | +4.3% | +3.3% | +1.0% | +0.6% |
| 30D | -8.4% | -2.7% | -5.7% | -6.1% |
| 3M | -6.9% | -1.7% | -5.2% | -5.9% |
| 6M | -9.7% | +3.1% | -12.8% | -14.0% |
| YTD | -5.3% | +11.9% | -17.3% | -18.9% |
| 1Y | +0.3% | +12.1% | -11.7% | -14.3% |
| 3Y | +14.7% | +78.6% | -63.9% | -44.7% |
| 5Y | +32.6% | +73.8% | -41.2% | -33.8% |
| 10Y | -24.7% | +312.3% | -337.0% | -84.8% |
| All | -3.9% | +313.4% | -317.2% | -79.0% |
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