+28.6%
SFM vs VT
+267.5%
-238.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.1% | -2.9% |
| 7D | +7.5% | -4.2% | +11.7% | +10.0% |
| 30D | -20.8% | -5.8% | -15.0% | -18.2% |
| 3M | -39.4% | -5.2% | -34.1% | -37.6% |
| 6M | -34.5% | +0.1% | -34.6% | -34.9% |
| YTD | -35.2% | +8.2% | -43.5% | -38.7% |
| 1Y | -35.3% | +10.1% | -45.4% | -39.4% |
| 3Y | +23.9% | +69.7% | -45.7% | -8.7% |
| 5Y | +113.8% | +53.4% | +60.5% | +64.7% |
| 10Y | +152.0% | +219.2% | -67.3% | +19.6% |
| All | +28.6% | +267.5% | -238.8% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling