+273.0%
SFM vs VO
+193.0%
+80.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.5% |
| 7D | -7.2% | -0.6% | -6.6% | -6.9% |
| 30D | -14.3% | -1.9% | -12.4% | -13.5% |
| 3M | -13.7% | +3.3% | -17.0% | -15.1% |
| 6M | -6.0% | +9.7% | -15.7% | -10.6% |
| YTD | -8.2% | +12.6% | -20.8% | -14.0% |
| 1Y | -46.2% | +13.6% | -59.9% | -49.8% |
| 3Y | +83.6% | +56.8% | +26.7% | +46.8% |
| 5Y | +212.7% | +42.3% | +170.4% | +158.4% |
| 10Y | +273.0% | +199.2% | +73.8% | +103.1% |
| All | +273.0% | +193.0% | +80.0% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling