-81.9%
SFIX vs VT
+158.7%
-240.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +3.0% | -1.6% | +4.6% | +5.8% |
| 30D | +5.0% | -2.5% | +7.5% | +9.4% |
| 3M | -33.8% | -1.3% | -32.5% | -32.4% |
| 6M | -27.7% | +3.1% | -30.8% | -31.4% |
| YTD | -47.8% | +10.9% | -58.7% | -56.3% |
| 1Y | -35.1% | +12.1% | -47.1% | -46.5% |
| 3Y | -24.1% | +73.9% | -98.0% | -66.5% |
| 5Y | -92.1% | +58.0% | -150.1% | -95.7% |
| All | -81.9% | +158.7% | -240.6% | -91.0% |
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