-44.6%
VG vs SFM
-64.3%
+19.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +14.0% | +6.0% | +7.9% | +13.4% |
| 30D | -1.0% | -19.5% | +18.5% | +1.0% |
| 3M | -2.7% | -37.0% | +34.3% | +3.6% |
| 6M | +1.5% | -41.0% | +42.5% | +9.3% |
| YTD | +93.7% | -34.6% | +128.3% | +103.0% |
| 1Y | +68.5% | -36.3% | +104.8% | +77.7% |
| All | -44.6% | -64.3% | +19.8% | -39.5% |
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 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