+54.1%
VCIT vs SFM
+132.6%
-78.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | 0.0% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -0.8% | -4.4% | +3.6% | -0.7% |
| 3M | -1.0% | +1.5% | -2.5% | -1.0% |
| 6M | -1.8% | +6.5% | -8.3% | -1.9% |
| YTD | -0.7% | +2.2% | -2.9% | -0.8% |
| 1Y | +1.0% | -41.9% | +42.9% | +1.3% |
| 3Y | +18.8% | +106.8% | -87.9% | +18.1% |
| 5Y | +3.5% | +231.6% | -228.1% | +2.6% |
| 10Y | +29.2% | +258.4% | -229.2% | +28.2% |
| All | +54.1% | +132.6% | -78.5% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling