+98.9%
VSH vs SFM
-36.8%
+135.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.6% | -4.0% |
| 7D | +14.3% | +6.0% | +8.3% | +15.5% |
| 30D | -7.9% | -19.5% | +11.6% | -10.5% |
| 3M | -19.9% | -37.0% | +17.2% | -25.8% |
| 6M | -30.5% | -41.0% | +10.5% | -36.0% |
| YTD | +85.7% | -34.6% | +120.3% | +78.2% |
| 1Y | +98.9% | -36.3% | +135.2% | +92.2% |
| All | +98.9% | -36.8% | +135.7% | +92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling