-46.0%
SRTS vs VOO
+318.0%
-364.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.5% |
| 7D | -5.1% | +0.5% | -5.6% | -5.5% |
| 30D | +2.9% | -0.9% | +3.9% | +3.6% |
| 3M | +17.5% | +3.9% | +13.6% | +13.8% |
| 6M | -25.6% | +14.5% | -40.2% | -33.2% |
| YTD | -20.6% | +13.0% | -33.6% | -27.8% |
| 1Y | -2.2% | +19.4% | -21.6% | -14.8% |
| 3Y | +11.3% | +78.9% | -67.6% | -29.0% |
| 5Y | -12.0% | +82.3% | -94.3% | -44.5% |
| 10Y | -49.7% | +314.2% | -363.9% | -73.5% |
| All | -46.0% | +318.0% | -364.0% | -72.3% |
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