+23.1%
SGA vs VOO
+800.4%
-777.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.8% |
| 7D | -9.5% | +2.6% | -12.1% | -11.5% |
| 30D | -14.3% | -2.0% | -12.3% | -13.0% |
| 3M | -25.7% | -2.8% | -22.9% | -24.0% |
| 6M | -26.1% | +2.2% | -28.3% | -27.7% |
| YTD | -34.1% | +11.5% | -45.6% | -40.2% |
| 1Y | -36.7% | +13.5% | -50.2% | -43.5% |
| 3Y | -53.6% | +78.1% | -131.7% | -72.8% |
| 5Y | -53.2% | +73.1% | -126.3% | -73.0% |
| 10Y | -69.4% | +310.7% | -380.1% | -93.7% |
| All | +23.1% | +800.4% | -777.3% | -89.8% |
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 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