-40.0%
SITC vs VOO
+82.8%
-122.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.1% |
| 7D | -1.7% | -0.8% | -1.0% | -1.1% |
| 30D | -5.4% | -1.1% | -4.3% | -4.5% |
| 3M | -26.6% | +3.9% | -30.4% | -29.5% |
| 6M | -37.5% | +13.6% | -51.2% | -45.0% |
| YTD | -42.7% | +12.7% | -55.4% | -49.2% |
| 1Y | -46.4% | +17.6% | -64.0% | -54.4% |
| 3Y | -44.9% | +77.3% | -122.3% | -69.2% |
| All | -40.0% | +82.8% | -122.8% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling