+136.9%
SFM vs VT
+215.5%
-78.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.1% | -5.0% |
| 7D | -1.2% | -2.3% | +1.1% | 0.0% |
| 30D | -24.8% | -5.0% | -19.8% | -22.8% |
| 3M | -43.7% | -4.9% | -38.8% | -42.3% |
| 6M | -37.3% | -1.5% | -35.7% | -37.1% |
| YTD | -38.4% | +8.5% | -46.9% | -41.5% |
| 1Y | -36.9% | +11.4% | -48.3% | -41.0% |
| 3Y | +20.7% | +70.1% | -49.4% | -9.5% |
| 5Y | +103.5% | +53.7% | +49.8% | +58.5% |
| All | +136.9% | +215.5% | -78.7% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling