+102.9%
SFM vs VCLT
+52.7%
+50.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -4.4% | -0.9% | -3.5% | -4.3% |
| 3M | +1.5% | -3.2% | +4.8% | +2.0% |
| 6M | +6.5% | -3.8% | +10.3% | +7.0% |
| YTD | +2.2% | -2.0% | +4.2% | +2.4% |
| 1Y | -41.9% | -0.8% | -41.1% | -41.8% |
| 3Y | +106.8% | +12.3% | +94.5% | +103.7% |
| 5Y | +231.6% | -15.4% | +247.0% | +225.2% |
| 10Y | +258.4% | +15.7% | +242.7% | +270.6% |
| All | +102.9% | +52.7% | +50.3% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling