+56.6%
SGA vs VOO
+817.1%
-760.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -2.3% | +0.1% | -2.4% | -2.4% |
| 3M | -0.1% | +2.0% | -2.1% | -1.8% |
| 6M | -18.6% | +13.0% | -31.6% | -26.8% |
| YTD | -16.1% | +13.6% | -29.7% | -24.9% |
| 1Y | -18.8% | +20.1% | -38.8% | -30.8% |
| 3Y | -40.8% | +77.6% | -118.4% | -65.1% |
| 5Y | -31.3% | +82.4% | -113.7% | -62.4% |
| 10Y | -56.2% | +316.8% | -373.1% | -91.1% |
| All | +56.6% | +817.1% | -760.5% | -87.1% |
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