+152.5%
VMC vs SFM
+280.6%
-128.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.7% | -2.9% |
| 7D | -5.3% | -7.2% | +1.9% | -4.6% |
| 30D | -12.3% | -14.3% | +2.1% | -11.0% |
| 3M | -10.3% | -13.7% | +3.5% | -9.2% |
| 6M | -8.6% | -6.0% | -2.5% | -8.7% |
| YTD | -11.9% | -8.2% | -3.6% | -11.9% |
| 1Y | -13.9% | -46.2% | +32.3% | -9.1% |
| 3Y | +18.2% | +83.6% | -65.4% | +9.0% |
| 5Y | +47.7% | +212.7% | -165.0% | +29.4% |
| 10Y | +152.5% | +273.0% | -120.5% | +113.7% |
| All | +152.5% | +280.6% | -128.1% | +113.7% |
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