+77.6%
SFLR vs VT
+107.0%
-29.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.1% |
| 30D | +0.5% | +1.0% | -0.4% | -0.1% |
| 3M | +0.1% | +2.4% | -2.3% | -1.4% |
| 6M | +6.3% | +12.0% | -5.7% | -1.1% |
| YTD | +6.3% | +15.3% | -9.0% | -3.0% |
| 1Y | +11.1% | +22.6% | -11.5% | -2.5% |
| 3Y | +49.6% | +74.7% | -25.1% | +4.7% |
| All | +77.6% | +107.0% | -29.4% | +10.4% |
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