+814.4%
VOO vs SPG
+418.5%
+395.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | +3.3% | +3.1% | +0.2% | +2.3% |
| 30D | -2.7% | +16.4% | -19.1% | -7.0% |
| 3M | -1.7% | +7.1% | -8.8% | -3.8% |
| 6M | +3.1% | +16.1% | -13.0% | -1.7% |
| YTD | +11.9% | +30.4% | -18.5% | +2.9% |
| 1Y | +12.1% | +33.0% | -20.9% | +2.4% |
| 3Y | +78.6% | +134.6% | -56.1% | +36.9% |
| 5Y | +73.8% | +84.9% | -11.1% | +40.4% |
| 10Y | +312.3% | +114.9% | +197.4% | +216.3% |
| All | +814.4% | +418.5% | +395.8% | +317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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