+7.2%
VNQ vs SFM
+212.1%
-204.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.7% |
| 7D | -2.6% | -8.8% | +6.1% | -1.7% |
| 30D | -2.3% | -14.5% | +12.1% | -0.8% |
| 3M | -2.8% | -16.8% | +14.0% | -1.1% |
| 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% | +13.8% |
| 3Y | +29.9% | +81.3% | -51.3% | +14.8% |
| 5Y | +7.2% | +211.9% | -204.7% | -11.4% |
| All | +7.2% | +212.1% | -204.9% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling