+7.8%
SFD vs VT
+28.9%
-21.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.8% |
| 7D | +5.7% | -4.2% | +9.8% | +7.1% |
| 30D | +4.4% | -5.8% | +10.2% | +6.4% |
| 3M | -21.2% | -5.2% | -16.0% | -19.9% |
| 6M | -24.0% | +0.1% | -24.1% | -24.5% |
| YTD | -8.9% | +8.2% | -17.1% | -13.2% |
| 1Y | -6.2% | +10.1% | -16.3% | -11.6% |
| All | +7.8% | +28.9% | -21.2% | -10.9% |
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