-49.4%
VG vs SFM
-66.5%
+17.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | -7.7% | -6.9% | -0.8% | -7.2% |
| 30D | -8.8% | -25.0% | +16.2% | -6.3% |
| 3M | -15.6% | -42.7% | +27.1% | -9.0% |
| 6M | +5.2% | -41.0% | +46.2% | +12.3% |
| YTD | +76.9% | -38.7% | +115.6% | +86.4% |
| 1Y | +42.5% | -38.1% | +80.6% | +50.1% |
| All | -49.4% | -66.5% | +17.1% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling