-2.9%
VMC vs SFM
-36.1%
+33.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.0% |
| 7D | -4.3% | -7.1% | +2.8% | -4.4% |
| 30D | +16.2% | -21.4% | +37.6% | +15.4% |
| 3M | -0.8% | -40.1% | +39.3% | -1.8% |
| 6M | +1.2% | -38.0% | +39.2% | +0.3% |
| YTD | +0.5% | -36.5% | +37.0% | -2.2% |
| 1Y | -2.9% | -35.2% | +32.3% | -5.4% |
| All | -2.9% | -36.1% | +33.2% | -5.4% |
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