-38.1%
SFM vs VO
+13.8%
-51.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -6.9% | -0.2% | -6.7% | -6.9% |
| 30D | -25.0% | +0.5% | -25.4% | -25.0% |
| 3M | -42.7% | -1.1% | -41.6% | -42.6% |
| 6M | -41.0% | +6.4% | -47.4% | -40.7% |
| YTD | -38.7% | +13.5% | -52.2% | -38.6% |
| 1Y | -38.1% | +13.6% | -51.7% | -38.1% |
| All | -38.1% | +13.8% | -51.9% | -38.1% |
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 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