-81.9%
SFIX vs VT
+152.4%
-234.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.7% | +0.1% |
| 7D | -0.7% | -4.2% | +3.4% | +6.9% |
| 30D | +2.6% | -5.8% | +8.4% | +13.6% |
| 3M | -33.5% | -5.2% | -28.3% | -27.1% |
| 6M | -26.1% | +0.1% | -26.3% | -26.3% |
| YTD | -47.8% | +8.2% | -56.0% | -54.3% |
| 1Y | -36.4% | +10.1% | -46.5% | -45.9% |
| 3Y | -24.1% | +69.7% | -93.8% | -65.0% |
| 5Y | -92.2% | +53.4% | -145.5% | -95.5% |
| All | -81.9% | +152.4% | -234.3% | -90.6% |
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