+209.8%
SFY vs VT
+135.8%
+74.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +0.9% |
| 7D | -4.6% | -2.3% | -2.3% | -2.2% |
| 30D | -9.5% | -5.0% | -4.6% | -4.6% |
| 3M | -6.6% | -4.9% | -1.7% | -1.6% |
| 6M | -1.4% | -1.5% | +0.1% | +0.4% |
| YTD | +7.9% | +8.5% | -0.6% | -0.4% |
| 1Y | +9.5% | +11.4% | -1.8% | -1.5% |
| 3Y | +89.4% | +70.1% | +19.4% | +13.1% |
| 5Y | +71.6% | +53.7% | +17.9% | +12.9% |
| All | +209.8% | +135.8% | +74.1% | +40.5% |
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