+169.4%
VEA vs SFM
+48.8%
+120.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +2.3% | +6.0% | -3.8% | +1.7% |
| 30D | +0.2% | -19.5% | +19.7% | +1.8% |
| 3M | -5.3% | -37.0% | +31.7% | -1.7% |
| 6M | -0.9% | -41.0% | +40.1% | +3.2% |
| YTD | +12.2% | -34.6% | +46.9% | +15.2% |
| 1Y | +16.1% | -36.3% | +52.4% | +19.5% |
| 3Y | +73.0% | +24.5% | +48.4% | +63.0% |
| 5Y | +53.7% | +115.9% | -62.2% | +34.4% |
| 10Y | +159.3% | +139.5% | +19.8% | +116.5% |
| All | +169.4% | +48.8% | +120.7% | +135.8% |
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