-35.0%
SFM vs VO
+16.3%
-51.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +3.7% |
| 7D | -12.3% | +1.0% | -13.2% | -12.2% |
| 30D | -16.2% | +2.6% | -18.8% | -16.2% |
| 3M | -36.8% | -0.3% | -36.5% | -36.7% |
| 6M | -32.6% | +7.6% | -40.2% | -32.4% |
| YTD | -31.7% | +14.7% | -46.5% | -31.9% |
| 1Y | -35.0% | +16.4% | -51.4% | -35.7% |
| All | -35.0% | +16.3% | -51.3% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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