+98.4%
VSH vs SFM
+40.3%
+58.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.8% | +10.6% | +6.4% |
| 7D | -12.9% | -1.2% | -11.7% | -13.0% |
| 30D | -36.9% | -24.8% | -12.1% | -34.9% |
| 3M | -28.8% | -43.7% | +14.9% | -23.6% |
| 6M | -30.3% | -37.3% | +7.0% | -27.1% |
| YTD | +62.4% | -38.4% | +100.7% | +69.0% |
| 1Y | +62.5% | -36.9% | +99.4% | +68.3% |
| 3Y | +7.4% | +20.7% | -13.3% | -2.2% |
| 5Y | +25.4% | +103.5% | -78.0% | +2.0% |
| 10Y | +102.6% | +139.7% | -37.1% | +51.7% |
| All | +98.4% | +40.3% | +58.1% | +61.2% |
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 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