+932.8%
SGI vs VOO
+817.1%
+115.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | +8.5% | +0.1% | +8.4% | +8.4% |
| 30D | +0.7% | +0.1% | +0.6% | +0.7% |
| 3M | +0.6% | +2.0% | -1.4% | -1.9% |
| 6M | -17.9% | +13.0% | -31.0% | -29.8% |
| YTD | -21.2% | +13.6% | -34.8% | -33.0% |
| 1Y | -18.9% | +20.1% | -38.9% | -36.1% |
| 3Y | +52.6% | +77.6% | -24.9% | -29.5% |
| 5Y | +60.7% | +82.4% | -21.7% | -26.8% |
| 10Y | +278.1% | +316.8% | -38.7% | -38.9% |
| All | +932.8% | +817.1% | +115.7% | -45.4% |
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