+242.0%
SFM vs VO
+42.6%
+199.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -0.1% | -0.3% | +0.2% | +0.1% |
| 30D | -4.4% | -0.3% | -4.0% | -4.2% |
| 3M | +1.5% | +2.9% | -1.4% | -0.3% |
| 6M | +6.5% | +9.3% | -2.9% | +0.6% |
| YTD | +2.2% | +14.2% | -12.0% | -6.2% |
| 1Y | -41.9% | +15.3% | -57.1% | -46.9% |
| 3Y | +106.8% | +56.2% | +50.5% | +59.3% |
| All | +242.0% | +42.6% | +199.4% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling