+29.9%
VNQ vs SFM
+80.7%
-50.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.8% |
| 7D | -2.6% | -8.8% | +6.1% | -1.9% |
| 30D | -2.3% | -14.5% | +12.1% | -1.1% |
| 3M | -2.8% | -16.8% | +14.0% | -1.5% |
| 6M | +2.5% | -5.3% | +7.9% | +2.4% |
| YTD | +8.4% | -9.4% | +17.8% | +8.7% |
| 1Y | +6.8% | -46.2% | +52.9% | +13.2% |
| All | +29.9% | +80.7% | -50.8% | +12.1% |
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