-7.6%
SFD vs VOO
+18.9%
-26.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.5% | -6.3% | -6.8% |
| 7D | -8.4% | -0.4% | -8.0% | -8.4% |
| 30D | -14.9% | -1.4% | -13.5% | -15.0% |
| 3M | -22.0% | +3.7% | -25.7% | -21.7% |
| 6M | -12.2% | +13.0% | -25.2% | -13.3% |
| YTD | -4.6% | +12.4% | -17.1% | -5.8% |
| 1Y | -7.6% | +18.6% | -26.2% | -10.2% |
| All | -7.6% | +18.9% | -26.5% | -10.2% |
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 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