+1,112.0%
VST vs SFM
+138.2%
+973.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.8% | +15.4% | +11.2% |
| 7D | -9.8% | -1.2% | -8.6% | -10.0% |
| 30D | -25.1% | -24.8% | -0.4% | -22.6% |
| 3M | -11.6% | -43.7% | +32.1% | -4.5% |
| 6M | -20.9% | -37.3% | +16.3% | -16.8% |
| YTD | -22.3% | -38.4% | +16.1% | -18.4% |
| 1Y | -32.0% | -36.9% | +4.9% | -29.0% |
| 3Y | +262.4% | +20.7% | +241.7% | +261.1% |
| 5Y | +563.4% | +103.5% | +459.9% | +511.0% |
| All | +1,112.0% | +138.2% | +973.8% | +975.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling