+25.7%
VSH vs SFM
+100.7%
-75.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.8% | +10.6% | +6.2% |
| 7D | -12.9% | -1.2% | -11.7% | -13.0% |
| 30D | -36.9% | -24.8% | -12.1% | -35.4% |
| 3M | -28.8% | -43.7% | +14.9% | -24.8% |
| 6M | -30.3% | -37.3% | +7.0% | -28.1% |
| YTD | +62.4% | -38.4% | +100.7% | +66.9% |
| 1Y | +62.5% | -36.9% | +99.4% | +66.0% |
| 3Y | +7.4% | +20.7% | -13.3% | -3.1% |
| All | +25.7% | +100.7% | -75.1% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling