-100.0%
SDEV vs VOO
+317.9%
-417.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.3% | -11.5% | -11.0% |
| 7D | -3.3% | +0.1% | -3.3% | -3.4% |
| 30D | -42.2% | -3.3% | -38.9% | -40.4% |
| 3M | -13.6% | -2.4% | -11.2% | -11.6% |
| 6M | -45.4% | +2.6% | -48.0% | -46.5% |
| YTD | -96.8% | +11.3% | -108.1% | -97.0% |
| 1Y | -83.2% | +13.4% | -96.7% | -84.2% |
| 3Y | -97.8% | +80.3% | -178.1% | -98.5% |
| 5Y | -100.0% | +72.7% | -172.7% | -100.0% |
| 10Y | -100.0% | +310.0% | -410.0% | -100.0% |
| All | -100.0% | +317.9% | -417.9% | -100.0% |
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 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