+384.6%
SF vs VT
+214.8%
+169.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +4.4% |
| 7D | +5.1% | -4.2% | +9.3% | +11.7% |
| 30D | +2.5% | -5.8% | +8.3% | +11.5% |
| 3M | -14.4% | -5.2% | -9.2% | -7.7% |
| 6M | -6.7% | +0.1% | -6.9% | -7.8% |
| YTD | -12.7% | +8.2% | -21.0% | -23.4% |
| 1Y | -8.2% | +10.1% | -18.3% | -21.4% |
| 3Y | +86.8% | +69.7% | +17.1% | -15.4% |
| 5Y | +57.3% | +53.4% | +3.9% | -15.2% |
| All | +384.6% | +214.8% | +169.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling