+450.8%
IVV vs SFM
+39.6%
+411.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.2% |
| 7D | -0.6% | -6.9% | +6.3% | +0.2% |
| 30D | -3.7% | -25.0% | +21.3% | -1.1% |
| 3M | -2.7% | -42.7% | +40.0% | +2.8% |
| 6M | +2.2% | -41.0% | +43.2% | +7.3% |
| YTD | +10.9% | -38.7% | +49.6% | +15.3% |
| 1Y | +11.3% | -38.1% | +49.4% | +15.5% |
| 3Y | +76.9% | +19.3% | +57.5% | +66.2% |
| 5Y | +73.5% | +103.1% | -29.6% | +49.8% |
| 10Y | +307.4% | +131.1% | +176.3% | +233.3% |
| All | +450.8% | +39.6% | +411.2% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling