-91.5%
SFHG vs VOO
+33.6%
-125.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | +6.6% | -0.8% | +7.4% | +6.8% |
| 30D | -5.1% | -1.1% | -4.0% | -4.9% |
| 3M | -12.8% | +3.9% | -16.7% | -13.5% |
| 6M | -12.5% | +13.6% | -26.1% | -15.1% |
| YTD | -38.8% | +12.7% | -51.5% | -40.5% |
| 1Y | -42.6% | +17.6% | -60.2% | -44.6% |
| All | -91.5% | +33.6% | -125.1% | -88.9% |
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