-40.7%
SOEZ vs VOO
+12.1%
-52.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -0.8% |
| 7D | -10.7% | +2.6% | -13.3% | -15.8% |
| 30D | -22.7% | -2.0% | -20.8% | -19.1% |
| 3M | +6.3% | -2.8% | +9.1% | +14.0% |
| 6M | -10.0% | +2.2% | -12.2% | -14.4% |
| YTD | -32.7% | +11.5% | -44.2% | -44.3% |
| All | -40.7% | +12.1% | -52.8% | -51.0% |
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 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