+628.9%
SFST vs VT
+345.0%
+283.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -1.8% |
| 7D | -2.7% | -4.2% | +1.4% | -0.8% |
| 30D | -2.1% | -5.8% | +3.7% | +0.7% |
| 3M | -7.8% | -5.2% | -2.5% | -5.5% |
| 6M | +4.3% | +0.1% | +4.2% | +4.0% |
| YTD | +14.9% | +8.2% | +6.7% | +10.5% |
| 1Y | +32.5% | +10.1% | +22.3% | +26.4% |
| 3Y | +106.0% | +69.7% | +36.3% | +63.5% |
| 5Y | -1.1% | +53.4% | -54.5% | -18.4% |
| 10Y | +122.6% | +219.2% | -96.7% | +52.4% |
| All | +628.9% | +345.0% | +283.9% | +474.4% |
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 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