+98.2%
SF vs VT
+66.2%
+32.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | +0.7% | +0.4% | +0.2% | +0.1% |
| 30D | -2.9% | +1.0% | -3.9% | -4.2% |
| 3M | +14.6% | +2.4% | +12.2% | +10.7% |
| 6M | +9.4% | +12.0% | -2.7% | -6.9% |
| YTD | -1.0% | +15.3% | -16.4% | -19.1% |
| 1Y | +7.5% | +22.6% | -15.1% | -19.3% |
| 3Y | +94.8% | +74.7% | +20.2% | -8.9% |
| All | +98.2% | +66.2% | +32.0% | +4.3% |
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 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