-94.1%
SDA vs VOO
+98.8%
-192.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -16.5% | +0.1% | -16.6% | -16.5% |
| 30D | -28.1% | +0.1% | -28.2% | -28.1% |
| 3M | -56.9% | +2.0% | -59.0% | -57.1% |
| 6M | -70.6% | +13.0% | -83.6% | -71.2% |
| YTD | -71.4% | +13.6% | -85.0% | -72.0% |
| 1Y | -78.1% | +20.1% | -98.1% | -78.7% |
| 3Y | -95.3% | +77.6% | -172.8% | -95.4% |
| 5Y | -94.1% | +82.4% | -176.6% | -94.2% |
| All | -94.1% | +98.8% | -192.9% | -94.1% |
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 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