+23.7%
SFL vs VT
+69.7%
-46.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -15.4% | -2.3% | -13.0% | -13.9% |
| 30D | -17.5% | -5.0% | -12.5% | -14.4% |
| 3M | -7.6% | -4.9% | -2.7% | -4.2% |
| 6M | -3.5% | -1.5% | -2.0% | -3.1% |
| YTD | +48.3% | +8.5% | +39.8% | +37.1% |
| 1Y | +55.2% | +11.4% | +43.9% | +40.2% |
| 3Y | +23.7% | +70.1% | -46.4% | -24.8% |
| All | +23.7% | +69.7% | -46.0% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling