-9.5%
VMC vs SFM
-41.4%
+32.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | +0.9% |
| 7D | -4.3% | -0.1% | -4.3% | -4.3% |
| 30D | -8.2% | -4.4% | -3.9% | -8.2% |
| 3M | -7.0% | +1.5% | -8.6% | -7.1% |
| 6M | -10.8% | +6.5% | -17.2% | -11.6% |
| YTD | -7.4% | +2.2% | -9.6% | -8.2% |
| 1Y | -9.5% | -41.9% | +32.4% | +4.0% |
| All | -9.5% | -41.4% | +32.0% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling