-56.3%
SOFX vs VOO
+30.6%
-86.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.9% | -5.1% |
| 7D | -6.3% | -0.4% | -6.0% | -4.2% |
| 30D | -12.2% | -1.4% | -10.8% | -4.2% |
| 3M | -3.3% | +3.7% | -7.0% | -14.6% |
| 6M | -35.7% | +13.0% | -48.8% | -61.2% |
| YTD | -69.7% | +12.4% | -82.2% | -80.9% |
| 1Y | -74.8% | +18.6% | -93.4% | -86.4% |
| All | -56.3% | +30.6% | -86.9% | -77.2% |
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