-16.0%
SOTK vs VOO
+75.9%
-91.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | -9.4% | -2.0% | -7.5% | -8.9% |
| 30D | -12.4% | -1.7% | -10.8% | -12.0% |
| 3M | -11.9% | +4.7% | -16.7% | -13.0% |
| 6M | +9.7% | +12.6% | -2.8% | +7.3% |
| YTD | +9.2% | +11.8% | -2.6% | +6.9% |
| 1Y | +9.7% | +17.5% | -7.8% | +6.8% |
| All | -16.0% | +75.9% | -91.9% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling