+118.5%
SFST vs VT
+224.5%
-105.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.3% | +0.4% | +1.8% | +1.8% |
| 30D | -0.8% | +1.0% | -1.8% | -1.8% |
| 3M | +8.9% | +2.4% | +6.6% | +5.7% |
| 6M | +16.1% | +12.0% | +4.1% | +1.9% |
| YTD | +23.6% | +15.3% | +8.3% | +5.0% |
| 1Y | +40.4% | +22.6% | +17.8% | +11.5% |
| 3Y | +119.1% | +74.7% | +44.4% | +18.5% |
| 5Y | +25.0% | +66.1% | -41.2% | -29.0% |
| All | +118.5% | +224.5% | -105.9% | -39.7% |
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 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