+540.6%
SGML vs VOO
+218.0%
+322.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.5% | -6.3% |
| 7D | -23.3% | -0.8% | -22.6% | -22.8% |
| 30D | -19.6% | -1.1% | -18.6% | -18.9% |
| 3M | -35.5% | +3.9% | -39.4% | -37.1% |
| 6M | -26.7% | +13.6% | -40.3% | -32.5% |
| YTD | -28.0% | +12.7% | -40.7% | -33.3% |
| 1Y | +75.0% | +17.6% | +57.4% | +58.3% |
| 3Y | -71.3% | +77.3% | -148.6% | -79.1% |
| 5Y | +18.8% | +84.1% | -65.4% | -16.2% |
| All | +540.6% | +218.0% | +322.6% | +350.8% |
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 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