+21.8%
SFM vs VIG
+360.7%
-338.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -6.9% | +1.0% | -7.9% | -7.4% |
| 30D | -25.0% | +4.5% | -29.5% | -27.3% |
| 3M | -42.7% | +2.1% | -44.8% | -43.6% |
| 6M | -41.0% | +10.5% | -51.5% | -44.9% |
| YTD | -38.7% | +15.1% | -53.7% | -44.4% |
| 1Y | -38.1% | +16.9% | -55.0% | -44.6% |
| 3Y | +19.3% | +65.6% | -46.2% | -15.0% |
| 5Y | +103.1% | +64.4% | +38.7% | +45.0% |
| 10Y | +131.1% | +260.6% | -129.6% | -8.4% |
| All | +21.8% | +360.7% | -338.8% | -62.0% |
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