-32.0%
VST vs SFM
-38.0%
+6.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.8% | +15.4% | +10.1% |
| 7D | -9.8% | -1.2% | -8.6% | -9.9% |
| 30D | -25.1% | -24.8% | -0.4% | -26.1% |
| 3M | -11.6% | -43.7% | +32.1% | -13.9% |
| 6M | -20.9% | -37.3% | +16.3% | -23.1% |
| YTD | -22.3% | -38.4% | +16.1% | -23.2% |
| 1Y | -32.0% | -36.9% | +4.9% | -33.0% |
| All | -32.0% | -38.0% | +6.0% | -33.0% |
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