-12.7%
SRTS vs VOO
+80.3%
-93.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | -4.3% | -2.0% | -2.3% | -2.4% |
| 30D | +0.6% | -1.7% | +2.3% | +2.2% |
| 3M | +10.6% | +4.7% | +5.9% | +5.5% |
| 6M | -26.6% | +12.6% | -39.1% | -34.9% |
| YTD | -21.6% | +11.8% | -33.4% | -29.9% |
| 1Y | -2.5% | +17.5% | -20.0% | -17.0% |
| 3Y | +9.9% | +77.0% | -67.1% | -38.7% |
| 5Y | -12.7% | +82.6% | -95.3% | -52.0% |
| All | -12.7% | +80.3% | -93.1% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling