+4,507.3%
SITM vs VOO
+172.4%
+4,334.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.6% | -1.0% |
| 7D | +8.4% | +0.5% | +7.8% | +7.1% |
| 30D | -17.4% | -0.9% | -16.5% | -15.7% |
| 3M | -9.8% | +3.9% | -13.7% | -15.4% |
| 6M | +83.0% | +14.5% | +68.4% | +43.5% |
| YTD | +69.6% | +13.0% | +56.6% | +36.7% |
| 1Y | +144.9% | +19.4% | +125.5% | +78.4% |
| 3Y | +429.9% | +78.9% | +351.0% | +99.7% |
| 5Y | +169.2% | +82.3% | +86.9% | +11.4% |
| All | +4,507.3% | +172.4% | +4,334.9% | +1,375.8% |
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