+170.1%
VSH vs SFM
+132.6%
+37.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.6% | +4.0% |
| 7D | +4.1% | -0.1% | +4.1% | +4.1% |
| 30D | -4.2% | -4.4% | +0.2% | -3.7% |
| 3M | -50.0% | +1.5% | -51.5% | -50.4% |
| 6M | +80.2% | +6.5% | +73.7% | +75.7% |
| YTD | +121.1% | +2.2% | +118.9% | +116.3% |
| 1Y | +112.0% | -41.9% | +153.9% | +127.7% |
| 3Y | +22.5% | +106.8% | -84.2% | +4.2% |
| 5Y | +64.0% | +231.6% | -167.5% | +25.6% |
| 10Y | +170.4% | +258.4% | -88.1% | +92.6% |
| All | +170.1% | +132.6% | +37.6% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling