-3.9%
SIEB vs VOO
+18.2%
-22.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.7% |
| 7D | +6.7% | -0.8% | +7.5% | +7.3% |
| 30D | +56.1% | -1.1% | +57.1% | +57.1% |
| 3M | +46.7% | +3.9% | +42.9% | +40.4% |
| 6M | +31.1% | +13.6% | +17.4% | +15.4% |
| YTD | -23.1% | +12.7% | -35.8% | -31.4% |
| 1Y | -3.9% | +17.6% | -21.5% | -21.7% |
| All | -3.9% | +18.2% | -22.1% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling