-52.0%
SDP vs VOO
+82.3%
-134.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.8% |
| 7D | -4.3% | +0.5% | -4.8% | -3.8% |
| 30D | +0.9% | -0.9% | +1.8% | 0.0% |
| 3M | -0.1% | +3.9% | -4.0% | +3.4% |
| 6M | +13.9% | +14.5% | -0.6% | +29.3% |
| YTD | -4.7% | +13.0% | -17.7% | +6.7% |
| 1Y | -11.7% | +19.4% | -31.1% | +4.9% |
| 3Y | -50.4% | +78.9% | -129.3% | -6.2% |
| 5Y | -52.0% | +82.3% | -134.3% | +7.4% |
| All | -52.0% | +82.3% | -134.3% | +7.4% |
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 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