+489.7%
SOR vs VOO
+817.1%
-327.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +0.2% | +0.1% | +0.2% | +0.1% |
| 3M | +3.3% | +2.0% | +1.3% | +1.7% |
| 6M | -0.2% | +13.0% | -13.2% | -8.7% |
| YTD | +5.2% | +13.6% | -8.4% | -4.1% |
| 1Y | +9.8% | +20.1% | -10.3% | -4.0% |
| 3Y | +50.5% | +77.6% | -27.1% | -2.4% |
| 5Y | +53.7% | +82.4% | -28.7% | -3.5% |
| 10Y | +152.8% | +316.8% | -164.0% | -21.0% |
| All | +489.7% | +817.1% | -327.4% | -17.9% |
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 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