-92.5%
SFHG vs VT
+33.9%
-126.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.5% | +2.9% | -3.4% | -1.2% |
| 30D | -3.9% | -2.5% | -1.4% | -3.3% |
| 3M | -16.0% | -3.3% | -12.7% | -15.3% |
| 6M | -19.8% | +1.5% | -21.3% | -20.3% |
| YTD | -45.9% | +11.4% | -57.2% | -48.2% |
| 1Y | -4.1% | +11.9% | -16.0% | -8.4% |
| All | -92.5% | +33.9% | -126.4% | -89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling