+111.6%
SFM vs VCLT
-16.7%
+128.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.4% |
| 6M | -41.0% | -4.3% | -36.7% | -40.1% |
| YTD | -34.6% | -4.3% | -30.3% | -33.7% |
| 1Y | -36.3% | -4.4% | -31.9% | -35.3% |
| 3Y | +24.5% | +13.8% | +10.8% | +18.4% |
| All | +111.6% | -16.7% | +128.3% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling