+1,164.9%
VST vs SFM
+140.2%
+1,024.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.3% |
| 7D | +6.6% | +6.0% | +0.5% | +5.7% |
| 30D | -12.4% | -19.5% | +7.1% | -10.3% |
| 3M | -9.0% | -37.0% | +28.0% | -3.4% |
| 6M | -6.4% | -41.0% | +34.6% | -0.2% |
| YTD | -17.2% | -34.6% | +17.5% | -13.7% |
| 1Y | -22.0% | -36.3% | +14.2% | -18.5% |
| 3Y | +296.7% | +24.5% | +272.1% | +293.3% |
| 5Y | +637.6% | +115.9% | +521.7% | +574.1% |
| All | +1,164.9% | +140.2% | +1,024.7% | +1,068.4% |
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 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