+174.0%
SITM vs VOO
+80.3%
+93.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +3.7% |
| 7D | +4.8% | -2.0% | +6.8% | +10.4% |
| 30D | -9.7% | -1.7% | -8.1% | -5.6% |
| 3M | -9.3% | +4.7% | -14.1% | -18.2% |
| 6M | +69.5% | +12.6% | +57.0% | +29.1% |
| YTD | +70.5% | +11.8% | +58.8% | +32.2% |
| 1Y | +145.3% | +17.5% | +127.7% | +68.6% |
| 3Y | +432.8% | +77.0% | +355.8% | +46.7% |
| 5Y | +174.0% | +82.6% | +91.4% | -13.0% |
| All | +174.0% | +80.3% | +93.7% | -13.0% |
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