-91.8%
SFIX vs VT
+60.6%
-152.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +3.2% |
| 7D | +9.7% | -0.3% | +10.0% | +10.6% |
| 30D | +9.7% | -1.4% | +11.1% | +13.5% |
| 3M | -30.8% | -1.4% | -29.4% | -28.6% |
| 6M | -18.6% | +5.5% | -24.0% | -29.3% |
| YTD | -44.0% | +12.8% | -56.8% | -59.2% |
| 1Y | -29.2% | +15.4% | -44.6% | -51.4% |
| 3Y | -18.6% | +76.9% | -95.4% | -79.8% |
| 5Y | -91.8% | +60.4% | -152.2% | -97.4% |
| All | -91.8% | +60.6% | -152.4% | -97.4% |
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