+102.9%
SFM vs VT
+291.6%
-188.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -4.4% | +1.0% | -5.3% | -4.9% |
| 3M | +1.5% | +2.4% | -0.9% | 0.0% |
| 6M | +6.5% | +12.0% | -5.5% | -0.7% |
| YTD | +2.2% | +15.3% | -13.2% | -6.5% |
| 1Y | -41.9% | +22.6% | -64.5% | -48.6% |
| 3Y | +106.8% | +74.7% | +32.1% | +49.9% |
| 5Y | +231.6% | +66.1% | +165.4% | +144.6% |
| 10Y | +258.4% | +225.0% | +33.4% | +69.6% |
| All | +102.9% | +291.6% | -188.7% | -20.7% |
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