+603.3%
SGML vs VOO
+218.7%
+384.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.6% | -15.3% | -15.4% |
| 7D | -14.9% | +0.5% | -15.5% | -15.2% |
| 30D | -8.3% | -0.9% | -7.4% | -7.6% |
| 3M | -21.3% | +3.9% | -25.2% | -23.0% |
| 6M | -15.5% | +14.5% | -30.0% | -22.7% |
| YTD | -20.9% | +13.0% | -33.9% | -26.8% |
| 1Y | +67.1% | +19.4% | +47.7% | +49.7% |
| 3Y | -67.4% | +78.9% | -146.3% | -76.4% |
| 5Y | +29.1% | +82.3% | -53.2% | -8.9% |
| All | +603.3% | +218.7% | +384.6% | +394.3% |
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