+484.1%
VMC vs SFM
+132.6%
+351.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | +0.6% |
| 7D | -4.3% | -0.1% | -4.3% | -4.3% |
| 30D | -8.2% | -4.4% | -3.9% | -7.9% |
| 3M | -7.0% | +1.5% | -8.6% | -7.5% |
| 6M | -10.8% | +6.5% | -17.2% | -12.2% |
| YTD | -7.4% | +2.2% | -9.6% | -8.5% |
| 1Y | -9.5% | -41.9% | +32.4% | -4.7% |
| 3Y | +20.5% | +106.8% | -86.3% | +7.9% |
| 5Y | +51.6% | +231.6% | -180.0% | +27.4% |
| 10Y | +150.0% | +258.4% | -108.4% | +101.2% |
| All | +484.1% | +132.6% | +351.6% | +403.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling