+1,095.3%
SFST vs VOO
+777.9%
+317.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -0.5% | -2.7% | +2.2% | +1.6% |
| 30D | -1.0% | -5.4% | +4.4% | +3.3% |
| 3M | -7.1% | -4.1% | -3.0% | -4.2% |
| 6M | +4.2% | +0.7% | +3.4% | +3.2% |
| YTD | +15.0% | +8.7% | +6.3% | +7.2% |
| 1Y | +33.6% | +11.0% | +22.6% | +22.5% |
| 3Y | +108.6% | +75.5% | +33.2% | +34.7% |
| 5Y | -1.0% | +68.4% | -69.4% | -34.6% |
| 10Y | +122.8% | +315.7% | -192.9% | -12.7% |
| All | +1,095.3% | +777.9% | +317.4% | +354.9% |
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 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