-83.8%
SDEV vs VOO
+9.9%
-93.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.4% | -2.8% | +6.3% |
| 7D | -16.7% | -4.7% | -12.0% | -3.1% |
| 30D | -72.3% | -5.9% | -66.4% | -66.0% |
| 3M | -12.6% | -4.5% | -8.1% | +1.7% |
| 6M | -37.1% | +1.9% | -38.9% | -44.8% |
| YTD | -96.8% | +8.4% | -105.2% | -97.2% |
| 1Y | -83.8% | +9.5% | -93.2% | -85.8% |
| All | -83.8% | +9.9% | -93.6% | -85.8% |
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