+102.9%
SFM vs VO
+295.7%
-192.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.2% |
| 6M | +6.5% | +9.3% | -2.9% | +0.9% |
| YTD | +2.2% | +14.2% | -12.0% | -5.6% |
| 1Y | -41.9% | +15.3% | -57.1% | -46.5% |
| 3Y | +106.8% | +56.2% | +50.5% | +61.7% |
| 5Y | +231.6% | +42.4% | +189.1% | +169.0% |
| 10Y | +258.4% | +194.7% | +63.7% | +77.6% |
| All | +102.9% | +295.7% | -192.8% | -25.2% |
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