+212.7%
SFM vs VIG
+62.2%
+150.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.5% |
| 7D | -7.2% | -1.2% | -6.0% | -6.3% |
| 30D | -14.3% | -2.8% | -11.5% | -12.3% |
| 3M | -13.7% | +2.5% | -16.2% | -15.2% |
| 6M | -6.0% | +8.1% | -14.1% | -11.7% |
| YTD | -8.2% | +9.6% | -17.8% | -14.8% |
| 1Y | -46.2% | +14.2% | -60.4% | -51.8% |
| 3Y | +83.6% | +56.1% | +27.4% | +27.6% |
| 5Y | +212.7% | +62.8% | +149.9% | +112.2% |
| All | +212.7% | +62.2% | +150.5% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling