+39.2%
SVAL vs VOO
+67.9%
-28.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | -4.4% | -2.7% | -1.7% | -2.0% |
| 30D | -0.9% | -5.4% | +4.4% | +4.1% |
| 3M | -4.1% | -4.1% | -0.1% | -0.6% |
| 6M | +5.5% | +0.7% | +4.8% | +4.4% |
| YTD | +22.4% | +8.7% | +13.7% | +12.6% |
| 1Y | +29.5% | +11.0% | +18.5% | +16.9% |
| 3Y | +65.1% | +75.5% | -10.3% | -1.8% |
| All | +39.2% | +67.9% | -28.7% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling