-35.0%
SFM vs VIG
+19.5%
-54.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.6% |
| 7D | -12.3% | +2.7% | -15.0% | -12.2% |
| 30D | -16.2% | +7.0% | -23.2% | -16.7% |
| 3M | -36.8% | +4.0% | -40.8% | -36.9% |
| 6M | -32.6% | +12.3% | -44.9% | -32.6% |
| YTD | -31.7% | +16.4% | -48.1% | -31.2% |
| 1Y | -35.0% | +19.2% | -54.2% | -35.5% |
| All | -35.0% | +19.5% | -54.5% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling