+5.8%
SFD vs VOO
+27.5%
-21.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | +4.8% | -0.6% | +5.4% | +5.0% |
| 30D | +3.4% | -3.6% | +7.1% | +4.5% |
| 3M | -20.1% | -2.7% | -17.4% | -19.5% |
| 6M | -23.8% | +2.2% | -26.1% | -24.6% |
| YTD | -10.5% | +10.9% | -21.4% | -14.5% |
| 1Y | -8.0% | +11.3% | -19.3% | -12.3% |
| All | +5.8% | +27.5% | -21.6% | -11.4% |
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 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