+212.7%
SFM vs VEU
+56.2%
+156.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.6% |
| 7D | -7.2% | +0.3% | -7.5% | -7.3% |
| 30D | -14.3% | +0.7% | -15.0% | -14.5% |
| 3M | -13.7% | +4.7% | -18.4% | -15.5% |
| 6M | -6.0% | +11.6% | -17.7% | -11.1% |
| YTD | -8.2% | +16.8% | -25.0% | -15.7% |
| 1Y | -46.2% | +24.9% | -71.1% | -52.3% |
| 3Y | +83.6% | +75.7% | +7.8% | +35.9% |
| 5Y | +212.7% | +56.1% | +156.6% | +126.1% |
| All | +212.7% | +56.2% | +156.5% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling