+71.7%
SIF vs VOO
+795.4%
-723.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -17.7% | -0.6% | -17.1% | -17.4% |
| 30D | -29.9% | -3.6% | -26.3% | -28.8% |
| 3M | -23.7% | -2.7% | -20.9% | -22.6% |
| 6M | -16.2% | +2.2% | -18.5% | -16.6% |
| YTD | +198.2% | +10.9% | +187.3% | +189.0% |
| 1Y | +148.7% | +11.3% | +137.4% | +140.8% |
| 3Y | +277.3% | +76.9% | +200.4% | +212.9% |
| 5Y | +112.5% | +73.5% | +39.0% | +75.7% |
| 10Y | +68.1% | +307.7% | -239.6% | +1.5% |
| All | +71.7% | +795.4% | -723.7% | -22.8% |
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 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