+29.8%
SFM vs VEU
+154.0%
-124.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +6.0% | +2.1% | +4.0% | +5.1% |
| 30D | -19.5% | -0.9% | -18.5% | -19.1% |
| 3M | -37.0% | -5.4% | -31.6% | -35.5% |
| 6M | -41.0% | -1.8% | -39.2% | -40.8% |
| YTD | -34.6% | +10.9% | -45.6% | -38.6% |
| 1Y | -36.3% | +13.6% | -49.8% | -40.8% |
| 3Y | +24.5% | +69.3% | -44.7% | -5.0% |
| 5Y | +115.9% | +48.1% | +67.8% | +73.7% |
| 10Y | +139.5% | +148.0% | -8.5% | +43.9% |
| All | +29.8% | +154.0% | -124.2% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling