-50.1%
SOPH vs VOO
+87.9%
-138.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.9% |
| 7D | -0.8% | +0.5% | -1.3% | -1.4% |
| 30D | +8.4% | -0.9% | +9.4% | +9.6% |
| 3M | +58.3% | +3.9% | +54.4% | +52.4% |
| 6M | +92.2% | +14.5% | +77.6% | +66.0% |
| YTD | +79.0% | +13.0% | +66.1% | +57.6% |
| 1Y | +151.8% | +19.4% | +132.4% | +109.4% |
| 3Y | +235.7% | +78.9% | +156.9% | +76.4% |
| 5Y | -52.9% | +82.3% | -135.2% | -75.7% |
| All | -50.1% | +87.9% | -138.0% | -75.4% |
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