+22.0%
SFM vs VLTO
+56.4%
-34.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +6.0% | +1.0% | +5.1% | +5.8% |
| 30D | -19.5% | +17.5% | -36.9% | -22.3% |
| 3M | -37.0% | +21.4% | -58.4% | -39.7% |
| 6M | -41.0% | +38.1% | -79.1% | -45.4% |
| YTD | -34.6% | +19.0% | -53.7% | -37.3% |
| 1Y | -36.3% | +20.7% | -56.9% | -39.1% |
| 3Y | +24.5% | +64.3% | -39.7% | +11.4% |
| All | +22.0% | +56.4% | -34.4% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling