+18.0%
VMC vs SFM
+83.0%
-65.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.1% |
| 6M | -8.6% | -6.0% | -2.5% | -8.9% |
| YTD | -11.9% | -8.2% | -3.6% | -12.1% |
| 1Y | -13.9% | -46.2% | +32.3% | -6.9% |
| All | +18.0% | +83.0% | -65.0% | +2.8% |
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 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