+61.8%
VNQ vs SFM
+271.4%
-209.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.3% | -10.6% | +9.3% | 0.0% |
| 30D | -2.6% | -15.5% | +12.9% | -0.8% |
| 3M | -2.0% | -17.4% | +15.4% | -0.2% |
| 6M | +4.3% | -3.4% | +7.8% | +4.0% |
| YTD | +9.2% | -8.7% | +17.9% | +9.4% |
| 1Y | +5.6% | -47.2% | +52.8% | +12.5% |
| 3Y | +30.8% | +82.7% | -51.9% | +17.5% |
| 5Y | +8.0% | +214.3% | -206.3% | -10.7% |
| All | +61.8% | +271.4% | -209.6% | +24.9% |
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