+131.7%
SFL vs VT
+66.2%
+65.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.0% | +0.4% | +3.5% | +3.6% |
| 30D | +8.3% | +1.0% | +7.4% | +7.6% |
| 3M | +17.3% | +2.4% | +15.0% | +15.2% |
| 6M | +21.7% | +12.0% | +9.7% | +11.9% |
| YTD | +71.0% | +15.3% | +55.6% | +53.7% |
| 1Y | +64.4% | +22.6% | +41.8% | +41.5% |
| 3Y | +41.3% | +74.7% | -33.3% | -4.5% |
| All | +131.7% | +66.2% | +65.5% | +60.5% |
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