-83.5%
SDEV vs VOO
+12.4%
-95.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.3% | -11.5% | -16.0% |
| 7D | -3.3% | +0.1% | -3.3% | -4.6% |
| 30D | -42.2% | -3.3% | -38.9% | -35.0% |
| 3M | -13.6% | -2.4% | -11.2% | -6.5% |
| 6M | -45.4% | +2.6% | -48.0% | -52.6% |
| YTD | -96.8% | +11.3% | -108.1% | -97.4% |
| All | -83.5% | +12.4% | -95.9% | -86.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling