+14.5%
SFM vs VLTO
+56.3%
-41.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -6.9% | +1.6% | -8.5% | -7.3% |
| 30D | -25.0% | +22.0% | -46.9% | -28.2% |
| 3M | -42.7% | +21.9% | -64.6% | -45.2% |
| 6M | -41.0% | +36.5% | -77.5% | -45.2% |
| YTD | -38.7% | +19.0% | -57.6% | -41.1% |
| 1Y | -38.1% | +21.0% | -59.1% | -41.0% |
| 3Y | +19.3% | +69.9% | -50.5% | +6.0% |
| All | +14.5% | +56.3% | -41.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling