+91.1%
SFM vs VIG
+57.1%
+34.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -5.9% |
| 7D | -5.8% | -0.4% | -5.4% | -5.5% |
| 30D | -11.4% | -2.1% | -9.3% | -10.0% |
| 3M | -12.2% | +3.3% | -15.5% | -14.1% |
| 6M | -5.2% | +9.3% | -14.4% | -11.1% |
| YTD | -4.5% | +10.1% | -14.6% | -11.2% |
| 1Y | -45.4% | +14.7% | -60.1% | -51.0% |
| 3Y | +91.1% | +56.9% | +34.1% | +41.3% |
| All | +91.1% | +57.1% | +34.0% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling