+219.9%
STWD vs VOO
+803.9%
-584.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -2.7% |
| 7D | -11.2% | +3.3% | -14.4% | -13.8% |
| 30D | -8.3% | -2.7% | -5.6% | -6.3% |
| 3M | -28.1% | -1.7% | -26.4% | -27.2% |
| 6M | -29.3% | +3.1% | -32.4% | -31.7% |
| YTD | -30.4% | +11.9% | -42.4% | -37.8% |
| 1Y | -28.2% | +12.1% | -40.3% | -36.0% |
| 3Y | -18.7% | +78.6% | -97.2% | -53.5% |
| 5Y | -27.8% | +73.8% | -101.6% | -57.7% |
| 10Y | +39.1% | +312.3% | -273.2% | -60.7% |
| All | +219.9% | +803.9% | -584.0% | -58.3% |
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