+179.5%
VSH vs SFM
+280.6%
-101.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.3% |
| 7D | +3.5% | -7.2% | +10.7% | +4.6% |
| 30D | -4.4% | -14.3% | +9.9% | -2.4% |
| 3M | -45.8% | -13.7% | -32.1% | -45.0% |
| 6M | +90.1% | -6.0% | +96.2% | +88.9% |
| YTD | +120.3% | -8.2% | +128.6% | +118.8% |
| 1Y | +112.2% | -46.2% | +158.5% | +130.7% |
| 3Y | +36.6% | +83.6% | -47.0% | +18.2% |
| 5Y | +67.0% | +212.7% | -145.7% | +28.6% |
| 10Y | +179.5% | +273.0% | -93.5% | +92.6% |
| All | +179.5% | +280.6% | -101.1% | +92.6% |
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