-69.5%
SGA vs VOO
+309.6%
-379.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.8% |
| 7D | -9.5% | +2.6% | -12.1% | -11.1% |
| 30D | -14.3% | -2.0% | -12.3% | -13.3% |
| 3M | -25.7% | -2.8% | -22.9% | -24.3% |
| 6M | -26.1% | +2.2% | -28.3% | -27.3% |
| YTD | -34.1% | +11.5% | -45.6% | -38.9% |
| 1Y | -36.7% | +13.5% | -50.2% | -42.0% |
| 3Y | -53.6% | +78.1% | -131.7% | -69.6% |
| 5Y | -53.2% | +73.1% | -126.3% | -69.3% |
| All | -69.5% | +309.6% | -379.2% | -92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling