+29.8%
SFM vs VIG
+364.2%
-334.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.0% | +3.5% | +2.6% | +3.7% |
| 30D | -19.5% | +4.9% | -24.4% | -22.1% |
| 3M | -37.0% | +2.5% | -39.5% | -38.1% |
| 6M | -41.0% | +11.0% | -52.0% | -45.1% |
| YTD | -34.6% | +16.0% | -50.6% | -41.1% |
| 1Y | -36.3% | +17.5% | -53.8% | -43.1% |
| 3Y | +24.5% | +67.0% | -42.5% | -11.8% |
| 5Y | +115.9% | +64.8% | +51.1% | +53.8% |
| 10Y | +139.5% | +263.6% | -124.1% | -5.5% |
| All | +29.8% | +364.2% | -334.4% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling