+57.3%
SF vs VT
+53.2%
+4.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +3.8% |
| 7D | +5.1% | -4.2% | +9.3% | +11.0% |
| 30D | +2.5% | -5.8% | +8.3% | +10.6% |
| 3M | -14.4% | -5.2% | -9.2% | -8.4% |
| 6M | -6.7% | +0.1% | -6.9% | -7.7% |
| YTD | -12.7% | +8.2% | -21.0% | -22.6% |
| 1Y | -8.2% | +10.1% | -18.3% | -20.4% |
| 3Y | +86.8% | +69.7% | +17.1% | -9.3% |
| 5Y | +57.3% | +53.4% | +3.9% | -7.7% |
| All | +57.3% | +53.2% | +4.1% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling