-51.4%
VG vs SFM
-64.7%
+13.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.1% | +1.1% | -3.6% |
| 7D | -22.0% | +7.5% | -29.5% | -22.8% |
| 30D | -14.7% | -20.8% | +6.1% | -12.8% |
| 3M | -7.1% | -39.4% | +32.3% | -0.3% |
| 6M | -11.2% | -34.5% | +23.3% | -6.7% |
| YTD | +69.8% | -35.2% | +105.1% | +78.2% |
| 1Y | +49.9% | -35.3% | +85.2% | +57.4% |
| All | -51.4% | -64.7% | +13.3% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling