+192.5%
SGDJ vs VOO
+325.3%
-132.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.3% |
| 7D | -3.1% | -0.8% | -2.4% | -2.7% |
| 30D | +5.0% | -1.1% | +6.1% | +5.8% |
| 3M | +25.7% | +3.9% | +21.8% | +23.2% |
| 6M | -2.7% | +13.6% | -16.4% | -8.7% |
| YTD | +15.7% | +12.7% | +3.0% | +9.3% |
| 1Y | +63.7% | +17.6% | +46.2% | +51.5% |
| 3Y | +330.8% | +77.3% | +253.5% | +222.1% |
| 5Y | +212.8% | +84.1% | +128.7% | +127.3% |
| All | +192.5% | +325.3% | -132.8% | +67.9% |
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