+24.5%
SFM vs VCLT
+14.4%
+10.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | +6.0% | -2.3% | +8.3% | +6.9% |
| 30D | -19.5% | +0.8% | -20.2% | -19.6% |
| 3M | -37.0% | -2.7% | -34.4% | -36.5% |
| 6M | -41.0% | -4.3% | -36.7% | -40.2% |
| YTD | -34.6% | -4.3% | -30.3% | -33.7% |
| 1Y | -36.3% | -4.4% | -31.9% | -35.4% |
| 3Y | +24.5% | +13.8% | +10.8% | +29.3% |
| All | +24.5% | +14.4% | +10.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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