+102.9%
SFM vs VIG
+344.4%
-241.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.2% |
| 7D | -0.1% | -0.4% | +0.4% | +0.2% |
| 30D | -4.4% | -1.0% | -3.4% | -3.7% |
| 3M | +1.5% | +2.8% | -1.2% | -0.3% |
| 6M | +6.5% | +8.2% | -1.7% | +0.8% |
| YTD | +2.2% | +11.0% | -8.8% | -5.0% |
| 1Y | -41.9% | +16.1% | -58.0% | -47.6% |
| 3Y | +106.8% | +56.2% | +50.6% | +53.1% |
| 5Y | +231.6% | +63.0% | +168.6% | +138.5% |
| 10Y | +258.4% | +241.4% | +17.0% | +48.0% |
| All | +102.9% | +344.4% | -241.5% | -35.0% |
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