+22.4%
SFM vs VO
+283.2%
-260.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | -1.2% | -2.6% | +1.3% | +0.3% |
| 30D | -24.8% | -0.9% | -23.8% | -24.4% |
| 3M | -43.7% | -3.0% | -40.7% | -42.8% |
| 6M | -37.3% | +2.2% | -39.5% | -38.2% |
| YTD | -38.4% | +10.6% | -48.9% | -42.1% |
| 1Y | -36.9% | +12.5% | -49.4% | -41.3% |
| 3Y | +20.7% | +61.4% | -40.7% | -7.2% |
| 5Y | +103.5% | +33.4% | +70.1% | +70.9% |
| 10Y | +139.7% | +201.5% | -61.8% | +15.9% |
| All | +22.4% | +283.2% | -260.8% | -54.1% |
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 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