+20.7%
SFM vs VLTO
+69.5%
-48.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -5.0% |
| 7D | -1.2% | +5.4% | -6.6% | -2.4% |
| 30D | -24.8% | +22.3% | -47.1% | -28.1% |
| 3M | -43.7% | +19.6% | -63.3% | -45.9% |
| 6M | -37.3% | +35.2% | -72.4% | -41.7% |
| YTD | -38.4% | +17.9% | -56.2% | -40.7% |
| 1Y | -36.9% | +19.5% | -56.4% | -39.7% |
| 3Y | +20.7% | +73.9% | -53.3% | +6.5% |
| All | +20.7% | +69.5% | -48.8% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling