-1.5%
VCIT vs SFM
-34.4%
+33.0%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | +0.8% | -19.2% | +20.0% | +0.8% |
| 3M | -1.7% | -40.3% | +38.6% | -1.8% |
| 6M | -2.1% | -40.9% | +38.8% | -2.1% |
| YTD | -2.0% | -35.5% | +33.5% | -2.0% |
| 1Y | -1.5% | -37.4% | +36.0% | -1.5% |
| All | -1.5% | -34.4% | +33.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling