+120.4%
VSH vs SFM
+137.0%
-16.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.3% | -4.8% |
| 7D | +26.2% | -0.4% | +26.6% | +26.2% |
| 30D | -12.5% | -19.2% | +6.7% | -10.7% |
| 3M | -16.9% | -40.3% | +23.4% | -11.7% |
| 6M | -17.0% | -40.9% | +23.9% | -12.2% |
| YTD | +93.8% | -35.5% | +129.3% | +100.2% |
| 1Y | +99.3% | -37.4% | +136.8% | +106.9% |
| 3Y | +35.0% | +25.5% | +9.5% | +21.8% |
| 5Y | +45.8% | +113.0% | -67.2% | +17.0% |
| All | +120.4% | +137.0% | -16.6% | +64.6% |
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