-100.0%
SVRN vs VOO
+76.9%
-176.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.8% | +14.2% | +14.9% |
| 7D | +31.8% | -0.8% | +32.5% | +31.9% |
| 30D | +88.5% | -1.1% | +89.6% | +88.8% |
| 3M | +19.6% | +3.9% | +15.7% | +18.9% |
| 6M | +51.3% | +13.6% | +37.6% | +49.1% |
| YTD | -44.7% | +12.7% | -57.4% | -45.4% |
| 1Y | -51.8% | +17.6% | -69.4% | -52.7% |
| 3Y | -98.6% | +77.3% | -175.9% | -98.7% |
| All | -100.0% | +76.9% | -176.9% | -100.0% |
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