-100.0%
SDOW vs VOO
+817.1%
-917.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +1.1% |
| 30D | +5.6% | +0.1% | +5.5% | +6.1% |
| 3M | -9.5% | +2.0% | -11.5% | -2.8% |
| 6M | -24.3% | +13.0% | -37.4% | +10.2% |
| YTD | -27.4% | +13.6% | -41.0% | +8.5% |
| 1Y | -37.0% | +20.1% | -57.1% | +11.3% |
| 3Y | -71.2% | +77.6% | -148.8% | +84.9% |
| 5Y | -77.0% | +82.4% | -159.5% | +117.5% |
| 10Y | -99.2% | +316.8% | -416.0% | +139.0% |
| All | -100.0% | +817.1% | -917.0% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling