-43.3%
SORA vs VOO
+40.1%
-83.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.6% | -7.1% | -6.5% |
| 7D | +4.3% | +0.5% | +3.8% | +3.4% |
| 30D | -15.2% | -0.9% | -14.3% | -13.4% |
| 3M | -6.1% | +3.9% | -10.0% | -14.3% |
| 6M | +16.0% | +14.5% | +1.5% | -17.1% |
| YTD | -28.9% | +13.0% | -41.8% | -46.3% |
| 1Y | -63.8% | +19.4% | -83.3% | -75.6% |
| All | -43.3% | +40.1% | -83.4% | -70.0% |
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