-100.0%
SVRN vs VOO
+77.3%
-177.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.6% | -0.6% | +25.1% | +24.7% |
| 7D | +22.2% | +0.5% | +21.6% | +22.1% |
| 30D | +80.8% | -0.9% | +81.7% | +81.0% |
| 3M | +0.4% | +3.9% | -3.4% | -0.2% |
| 6M | +12.1% | +14.5% | -2.4% | +10.3% |
| YTD | -47.7% | +13.0% | -60.6% | -48.4% |
| 1Y | -51.7% | +19.4% | -71.1% | -52.7% |
| 3Y | -98.6% | +78.9% | -177.4% | -98.7% |
| All | -100.0% | +77.3% | -177.3% | -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 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