-37.1%
SDEV vs VOO
+2.1%
-39.2%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.4% | -2.8% | +0.8% |
| 7D | -16.7% | -4.7% | -12.0% | -8.7% |
| 30D | -72.3% | -5.9% | -66.4% | -68.9% |
| 3M | -12.6% | -4.5% | -8.1% | -3.7% |
| 6M | -37.1% | +1.9% | -38.9% | -34.8% |
| All | -37.1% | +2.1% | -39.2% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling