+23.6%
SFM vs VO
+293.7%
-270.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.8% | -0.5% |
| 7D | -10.2% | -0.1% | -10.1% | -10.1% |
| 30D | -23.9% | +0.5% | -24.4% | -24.2% |
| 3M | -42.3% | -1.0% | -41.2% | -42.0% |
| 6M | -40.1% | +6.4% | -46.6% | -42.4% |
| YTD | -37.8% | +13.6% | -51.4% | -42.4% |
| 1Y | -37.1% | +14.5% | -51.6% | -42.0% |
| 3Y | +21.5% | +67.2% | -45.7% | -8.3% |
| 5Y | +103.8% | +36.1% | +67.7% | +69.2% |
| 10Y | +142.0% | +199.3% | -57.4% | +18.4% |
| All | +23.6% | +293.7% | -270.1% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling