+66.7%
VSH vs SFM
+219.5%
-152.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.3% |
| 7D | +6.2% | -5.8% | +12.0% | +6.9% |
| 30D | -11.1% | -11.4% | +0.2% | -10.0% |
| 3M | -44.9% | -12.2% | -32.7% | -44.3% |
| 6M | +90.0% | -5.2% | +95.1% | +88.5% |
| YTD | +118.8% | -4.5% | +123.3% | +116.2% |
| 1Y | +109.0% | -45.4% | +154.4% | +128.1% |
| 3Y | +35.6% | +91.1% | -55.4% | +17.9% |
| 5Y | +66.7% | +226.8% | -160.1% | +34.5% |
| All | +66.7% | +219.5% | -152.8% | +34.5% |
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