-31.8%
SGMT vs VOO
+76.5%
-108.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -3.4% |
| 7D | -0.5% | -0.8% | +0.2% | +1.0% |
| 30D | +15.9% | -1.1% | +16.9% | +18.3% |
| 3M | +69.2% | +3.9% | +65.3% | +55.9% |
| 6M | +89.5% | +13.6% | +75.9% | +45.2% |
| YTD | +83.8% | +12.7% | +71.1% | +43.2% |
| 1Y | +54.5% | +17.6% | +37.0% | +11.1% |
| 3Y | -12.5% | +77.3% | -89.8% | -75.9% |
| All | -31.8% | +76.5% | -108.3% | -81.5% |
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