+103.2%
SFL vs VT
+57.4%
+45.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -2.3% |
| 7D | -10.7% | +0.4% | -11.0% | -10.9% |
| 30D | -18.3% | -2.6% | -15.7% | -16.8% |
| 3M | -8.1% | -3.2% | -4.9% | -6.1% |
| 6M | -5.8% | +0.9% | -6.8% | -6.9% |
| YTD | +47.5% | +11.3% | +36.2% | +35.7% |
| 1Y | +51.6% | +14.0% | +37.6% | +37.0% |
| 3Y | +27.4% | +75.8% | -48.5% | -14.2% |
| 5Y | +103.2% | +57.8% | +45.4% | +46.9% |
| All | +103.2% | +57.4% | +45.9% | +46.9% |
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 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