+275.6%
SFM vs VEU
+155.0%
+120.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.3% |
| 7D | -10.6% | -1.4% | -9.2% | -10.0% |
| 30D | -15.5% | -0.4% | -15.0% | -15.3% |
| 3M | -17.4% | +2.5% | -20.0% | -18.4% |
| 6M | -3.4% | +11.1% | -14.6% | -8.5% |
| YTD | -8.7% | +16.5% | -25.2% | -15.7% |
| 1Y | -47.2% | +22.9% | -70.1% | -52.4% |
| 3Y | +82.7% | +73.4% | +9.3% | +39.7% |
| 5Y | +214.3% | +56.1% | +158.2% | +148.8% |
| All | +275.6% | +155.0% | +120.7% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling