+78.1%
IVV vs SFM
+27.3%
+50.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | +2.6% | +6.0% | -3.5% | +2.2% |
| 30D | -2.0% | -19.5% | +17.5% | -0.8% |
| 3M | -2.8% | -37.0% | +34.3% | +0.1% |
| 6M | +2.2% | -41.0% | +43.2% | +5.5% |
| YTD | +11.5% | -34.6% | +46.2% | +13.8% |
| 1Y | +13.5% | -36.3% | +49.8% | +16.1% |
| 3Y | +78.1% | +24.5% | +53.6% | +77.9% |
| All | +78.1% | +27.3% | +50.8% | +77.9% |
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