-8.2%
SF vs VT
+10.7%
-18.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +2.0% |
| 7D | +5.1% | -4.2% | +9.3% | +8.9% |
| 30D | +2.5% | -5.8% | +8.3% | +7.7% |
| 3M | -14.4% | -5.2% | -9.2% | -10.5% |
| 6M | -6.7% | +0.1% | -6.9% | -7.6% |
| YTD | -12.7% | +8.2% | -21.0% | -20.6% |
| 1Y | -8.2% | +10.1% | -18.3% | -18.3% |
| All | -8.2% | +10.7% | -18.9% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling