-100.0%
SDEV vs VOO
+67.5%
-167.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.4% | -2.8% | -3.3% |
| 7D | -16.7% | -4.7% | -12.0% | -12.8% |
| 30D | -72.3% | -5.9% | -66.4% | -70.6% |
| 3M | -12.6% | -4.5% | -8.1% | -8.4% |
| 6M | -37.1% | +1.9% | -38.9% | -37.7% |
| YTD | -96.8% | +8.4% | -105.2% | -96.9% |
| 1Y | -83.8% | +9.5% | -93.2% | -84.4% |
| 3Y | -97.8% | +75.3% | -173.1% | -98.5% |
| 5Y | -100.0% | +67.9% | -167.8% | -100.0% |
| All | -100.0% | +67.5% | -167.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling