-81.9%
SFIX vs VOO
+228.8%
-310.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.5% |
| 7D | +1.5% | -2.7% | +4.2% | +6.1% |
| 30D | +0.4% | -5.4% | +5.7% | +9.6% |
| 3M | -32.0% | -4.1% | -28.0% | -27.4% |
| 6M | -24.9% | +0.7% | -25.7% | -25.6% |
| YTD | -47.8% | +8.7% | -56.5% | -53.9% |
| 1Y | -34.3% | +11.0% | -45.3% | -43.8% |
| 3Y | -16.2% | +75.5% | -91.7% | -60.6% |
| 5Y | -92.2% | +68.4% | -160.5% | -95.8% |
| All | -81.9% | +228.8% | -310.7% | -91.1% |
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