+79.4%
VOO vs SFM
+23.6%
+55.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.1% |
| 7D | -0.9% | -7.1% | +6.1% | -0.4% |
| 30D | -2.3% | -21.4% | +19.1% | -1.1% |
| 3M | -1.2% | -40.1% | +38.9% | +2.0% |
| 6M | +3.3% | -38.0% | +41.4% | +6.1% |
| YTD | +12.3% | -36.5% | +48.9% | +14.8% |
| 1Y | +12.5% | -35.2% | +47.7% | +14.6% |
| All | +79.4% | +23.6% | +55.7% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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