+381.2%
SF vs VT
+215.5%
+165.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -1.0% |
| 7D | +7.0% | -2.3% | +9.3% | +10.5% |
| 30D | +2.4% | -5.0% | +7.3% | +10.0% |
| 3M | -14.1% | -4.9% | -9.2% | -7.9% |
| 6M | -8.3% | -1.5% | -6.7% | -7.0% |
| YTD | -13.4% | +8.5% | -21.8% | -24.2% |
| 1Y | -9.3% | +11.4% | -20.7% | -23.7% |
| 3Y | +87.6% | +70.1% | +17.5% | -15.3% |
| 5Y | +56.2% | +53.7% | +2.5% | -16.1% |
| All | +381.2% | +215.5% | +165.7% | +2.7% |
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