-36.9%
SFM vs VLTO
+18.3%
-55.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -4.9% |
| 7D | -1.2% | +5.4% | -6.6% | -2.0% |
| 30D | -24.8% | +22.3% | -47.1% | -26.1% |
| 3M | -43.7% | +19.6% | -63.3% | -44.6% |
| 6M | -37.3% | +35.2% | -72.4% | -39.3% |
| YTD | -38.4% | +17.9% | -56.2% | -39.1% |
| 1Y | -36.9% | +19.5% | -56.4% | -37.8% |
| All | -36.9% | +18.3% | -55.2% | -37.8% |
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