+373.4%
VST vs SFM
+108.0%
+265.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.7% | +2.8% |
| 7D | +8.9% | -0.1% | +9.0% | +8.9% |
| 30D | +6.2% | -4.4% | +10.6% | +7.2% |
| 3M | -2.7% | +1.5% | -4.2% | -4.2% |
| 6M | -8.4% | +6.5% | -14.8% | -12.4% |
| YTD | -7.2% | +2.2% | -9.4% | -10.1% |
| 1Y | -20.9% | -41.9% | +21.0% | -4.6% |
| All | +373.4% | +108.0% | +265.4% | +320.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling