+112.2%
VSH vs SFM
-47.5%
+159.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +0.5% |
| 7D | +3.5% | -7.2% | +10.7% | +3.2% |
| 30D | -4.4% | -14.3% | +9.9% | -5.0% |
| 3M | -45.8% | -13.7% | -32.1% | -46.2% |
| 6M | +90.1% | -6.0% | +96.2% | +87.8% |
| YTD | +120.3% | -8.2% | +128.6% | +119.7% |
| 1Y | +112.2% | -46.2% | +158.5% | +134.9% |
| All | +112.2% | -47.5% | +159.7% | +134.9% |
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