-52.8%
SOFX vs VOO
+31.2%
-84.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | +0.1% |
| 7D | +10.4% | +0.5% | +9.9% | +8.0% |
| 30D | -8.0% | -0.9% | -7.1% | -2.0% |
| 3M | +4.0% | +3.9% | +0.1% | -9.1% |
| 6M | -31.8% | +14.5% | -46.3% | -61.5% |
| YTD | -67.3% | +13.0% | -80.3% | -79.9% |
| 1Y | -72.8% | +19.4% | -92.3% | -85.8% |
| All | -52.8% | +31.2% | -84.1% | -76.0% |
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