+18.5%
SFM vs VLTO
+57.1%
-38.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | -7.1% | +1.5% | -8.6% | -7.4% |
| 30D | -21.4% | +20.9% | -42.4% | -24.7% |
| 3M | -40.1% | +21.4% | -61.5% | -42.6% |
| 6M | -38.0% | +37.6% | -75.6% | -42.5% |
| YTD | -36.5% | +19.5% | -56.1% | -39.2% |
| 1Y | -35.2% | +22.0% | -57.2% | -38.3% |
| 3Y | +23.5% | +70.7% | -47.2% | +9.6% |
| All | +18.5% | +57.1% | -38.6% | +5.8% |
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 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