-45.7%
SOFA vs VOO
+9.4%
-55.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | +1.2% |
| 7D | -13.7% | -2.0% | -11.7% | -4.9% |
| 30D | -11.2% | -1.7% | -9.5% | -2.3% |
| 3M | +6.2% | +4.7% | +1.5% | -8.3% |
| 6M | -29.5% | +12.6% | -42.1% | -49.5% |
| All | -45.7% | +9.4% | -55.2% | -56.9% |
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