+16.1%
VSH vs SFM
+21.9%
-5.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.8% | +10.6% | +5.9% |
| 7D | -12.9% | -1.2% | -11.7% | -12.9% |
| 30D | -36.9% | -24.8% | -12.1% | -36.0% |
| 3M | -28.8% | -43.7% | +14.9% | -26.2% |
| 6M | -30.3% | -37.3% | +7.0% | -29.2% |
| YTD | +62.4% | -38.4% | +100.7% | +64.5% |
| 1Y | +62.5% | -36.9% | +99.4% | +63.5% |
| All | +16.1% | +21.9% | -5.8% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling