+75.4%
IVV vs SFM
+18.5%
+56.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.2% | +0.7% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | -5.4% | -24.8% | +19.4% | -3.8% |
| 3M | -4.1% | -43.7% | +39.6% | -0.5% |
| 6M | +0.7% | -37.3% | +38.0% | +3.3% |
| YTD | +8.7% | -38.4% | +47.1% | +11.4% |
| 1Y | +11.0% | -36.9% | +47.9% | +13.3% |
| 3Y | +75.4% | +20.7% | +54.8% | +77.8% |
| All | +75.4% | +18.5% | +56.9% | +77.8% |
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