+4.7%
SD vs VOO
+319.4%
-314.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +2.7% | +0.1% | +2.5% | +2.5% |
| 30D | +9.6% | +0.1% | +9.5% | +9.4% |
| 3M | -7.6% | +2.0% | -9.6% | -10.2% |
| 6M | -17.7% | +13.0% | -30.8% | -29.6% |
| YTD | +3.1% | +13.6% | -10.5% | -12.5% |
| 1Y | +28.4% | +20.1% | +8.3% | +1.9% |
| 3Y | +9.5% | +77.6% | -68.0% | -46.6% |
| 5Y | +102.9% | +82.4% | +20.4% | -3.6% |
| All | +4.7% | +319.4% | -314.8% | -77.3% |
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