+631.3%
SF vs VT
+356.1%
+275.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +2.2% | -1.6% | +3.8% | +4.3% |
| 30D | -2.3% | -2.5% | +0.2% | +0.7% |
| 3M | -17.5% | -1.3% | -16.2% | -16.3% |
| 6M | -10.1% | +3.1% | -13.2% | -13.9% |
| YTD | -16.6% | +10.9% | -27.6% | -27.3% |
| 1Y | -12.1% | +12.1% | -24.1% | -24.2% |
| 3Y | +78.5% | +73.9% | +4.6% | -9.6% |
| 5Y | +48.3% | +58.0% | -9.7% | -13.7% |
| 10Y | +371.4% | +225.5% | +146.0% | +27.5% |
| All | +631.3% | +356.1% | +275.2% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling