-41.3%
SGA vs VOO
+77.0%
-118.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.3% | -0.4% | -3.0% | -3.2% |
| 30D | -9.7% | -1.4% | -8.4% | -9.4% |
| 3M | -2.0% | +3.7% | -5.7% | -3.0% |
| 6M | -21.4% | +13.0% | -34.4% | -24.1% |
| YTD | -20.4% | +12.4% | -32.9% | -23.0% |
| 1Y | -22.6% | +18.6% | -41.2% | -26.4% |
| All | -41.3% | +77.0% | -118.3% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling