+133.6%
SFM vs VT
+221.8%
-88.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +6.0% | +2.4% | +3.7% | +4.8% |
| 30D | -19.5% | -1.5% | -18.0% | -18.8% |
| 3M | -37.0% | -4.1% | -32.9% | -35.7% |
| 6M | -41.0% | +0.6% | -41.6% | -41.4% |
| YTD | -34.6% | +11.0% | -45.7% | -38.7% |
| 1Y | -36.3% | +13.3% | -49.6% | -40.9% |
| 3Y | +24.5% | +73.4% | -48.9% | -7.6% |
| 5Y | +115.9% | +57.4% | +58.4% | +66.0% |
| All | +133.6% | +221.8% | -88.2% | +10.8% |
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