+117.6%
SFL vs VT
+345.0%
-227.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -1.5% |
| 7D | -16.6% | -4.2% | -12.5% | -12.3% |
| 30D | -17.4% | -5.8% | -11.6% | -11.5% |
| 3M | -5.9% | -5.2% | -0.6% | +0.1% |
| 6M | -3.8% | +0.1% | -3.9% | -5.1% |
| YTD | +48.6% | +8.2% | +40.3% | +32.8% |
| 1Y | +55.7% | +10.1% | +45.6% | +36.2% |
| 3Y | +23.5% | +69.7% | -46.2% | -36.9% |
| 5Y | +107.3% | +53.4% | +53.9% | +15.9% |
| 10Y | +123.9% | +219.2% | -95.4% | -52.3% |
| All | +117.6% | +345.0% | -227.4% | -70.9% |
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 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