-75.7%
SGHT vs VOO
+88.7%
-164.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +0.2% |
| 7D | -2.5% | -0.8% | -1.7% | -1.1% |
| 30D | -1.7% | -1.1% | -0.6% | +0.3% |
| 3M | +69.9% | +3.9% | +66.0% | +58.1% |
| 6M | +120.0% | +13.6% | +106.4% | +74.1% |
| YTD | +2.6% | +12.7% | -10.1% | -17.0% |
| 1Y | +124.9% | +17.6% | +107.3% | +70.5% |
| 3Y | +25.0% | +77.3% | -52.3% | -52.8% |
| 5Y | -73.9% | +84.1% | -158.0% | -90.8% |
| All | -75.7% | +88.7% | -164.4% | -92.1% |
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 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