-44.1%
VG vs SFM
-64.8%
+20.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.6% |
| 7D | +15.1% | -0.4% | +15.5% | +15.1% |
| 30D | -4.2% | -19.2% | +15.0% | -2.4% |
| 3M | -3.1% | -40.3% | +37.2% | +4.2% |
| 6M | +0.3% | -40.9% | +41.2% | +7.7% |
| YTD | +95.5% | -35.5% | +131.0% | +105.1% |
| 1Y | +64.4% | -37.4% | +101.9% | +73.7% |
| All | -44.1% | -64.8% | +20.7% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling