-38.1%
SFM vs VLTO
+20.4%
-58.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -6.9% | +1.6% | -8.5% | -7.1% |
| 30D | -25.0% | +22.0% | -46.9% | -26.3% |
| 3M | -42.7% | +21.9% | -64.6% | -43.8% |
| 6M | -41.0% | +36.5% | -77.5% | -43.0% |
| YTD | -38.7% | +19.0% | -57.6% | -39.5% |
| 1Y | -38.1% | +21.0% | -59.1% | -39.4% |
| All | -38.1% | +20.4% | -58.5% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling