-34.9%
VST vs SFM
-35.8%
+1.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.6% | -17.5% | -13.5% |
| 7D | -15.7% | -12.3% | -3.5% | -15.9% |
| 30D | -17.0% | -16.2% | -0.8% | -17.4% |
| 3M | -15.9% | -36.8% | +20.9% | -17.4% |
| 6M | -25.0% | -32.6% | +7.6% | -26.2% |
| YTD | -25.1% | -31.7% | +6.6% | -25.6% |
| 1Y | -34.9% | -35.0% | +0.1% | -35.4% |
| All | -34.9% | -35.8% | +1.0% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling