-60.3%
SRTS vs VOO
+312.7%
-373.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.8% | -0.4% | -27.4% | -27.5% |
| 7D | -18.7% | +2.6% | -21.3% | -20.1% |
| 30D | -18.7% | -2.0% | -16.7% | -17.1% |
| 3M | -26.4% | -2.8% | -23.7% | -24.5% |
| 6M | -32.6% | +2.2% | -34.8% | -33.6% |
| YTD | -41.6% | +11.5% | -53.1% | -46.1% |
| 1Y | -47.9% | +13.5% | -61.4% | -52.5% |
| 3Y | +24.3% | +78.1% | -53.8% | -19.9% |
| 5Y | -53.4% | +73.1% | -126.5% | -69.5% |
| 10Y | -61.5% | +310.7% | -372.3% | -79.9% |
| All | -60.3% | +312.7% | -373.0% | -79.3% |
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