-12.0%
STWD vs VOO
+75.5%
-87.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.6% |
| 7D | -1.2% | -2.7% | +1.5% | +0.5% |
| 30D | -4.8% | -5.4% | +0.6% | -1.4% |
| 3M | -21.7% | -4.1% | -17.7% | -19.7% |
| 6M | -30.0% | +0.7% | -30.8% | -30.8% |
| YTD | -26.7% | +8.7% | -35.5% | -31.6% |
| 1Y | -25.9% | +11.0% | -36.8% | -32.0% |
| 3Y | -12.0% | +75.5% | -87.4% | -56.1% |
| All | -12.0% | +75.5% | -87.5% | -56.1% |
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