+78.1%
STWD vs VOO
+315.9%
-237.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.6% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -0.8% | +0.1% | -0.9% | -0.9% |
| 3M | -3.2% | +2.0% | -5.2% | -5.3% |
| 6M | -6.0% | +13.0% | -19.0% | -16.7% |
| YTD | -5.5% | +13.6% | -19.1% | -16.8% |
| 1Y | -12.5% | +20.1% | -32.6% | -27.3% |
| 3Y | +5.0% | +77.6% | -72.5% | -41.3% |
| 5Y | +1.6% | +82.4% | -80.8% | -44.9% |
| All | +78.1% | +315.9% | -237.8% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling