-86.4%
SG vs VOO
+73.8%
-160.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -2.5% |
| 7D | -0.1% | -0.4% | +0.2% | +0.5% |
| 30D | +23.3% | -1.4% | +24.7% | +26.6% |
| 3M | -16.0% | +3.7% | -19.7% | -22.6% |
| 6M | +12.0% | +13.0% | -1.0% | -12.5% |
| YTD | -0.6% | +12.4% | -13.0% | -21.0% |
| 1Y | -22.6% | +18.6% | -41.2% | -45.0% |
| 3Y | -51.1% | +78.1% | -129.1% | -83.5% |
| All | -86.4% | +73.8% | -160.2% | -93.7% |
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