+138.2%
VSH vs SFM
+140.8%
-2.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +8.3% |
| 7D | +12.8% | -7.1% | +19.8% | +13.9% |
| 30D | -9.0% | -21.4% | +12.4% | -6.8% |
| 3M | -12.2% | -40.1% | +27.9% | -6.7% |
| 6M | -15.9% | -38.0% | +22.1% | -11.9% |
| YTD | +103.2% | -36.5% | +139.8% | +110.4% |
| 1Y | +108.4% | -35.2% | +143.6% | +114.7% |
| 3Y | +41.6% | +23.5% | +18.1% | +28.0% |
| 5Y | +54.6% | +109.7% | -55.1% | +24.2% |
| 10Y | +138.2% | +132.6% | +5.6% | +78.2% |
| All | +138.2% | +140.8% | -2.6% | +78.2% |
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 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