+227.8%
VST vs SFM
+24.6%
+203.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.1% | -1.0% | -5.1% |
| 7D | -19.9% | +7.5% | -27.4% | -21.5% |
| 30D | -29.7% | -20.8% | -8.8% | -26.8% |
| 3M | -19.6% | -39.4% | +19.8% | -10.7% |
| 6M | -29.4% | -34.5% | +5.1% | -24.6% |
| YTD | -29.7% | -35.2% | +5.5% | -25.3% |
| 1Y | -40.0% | -35.3% | -4.7% | -36.5% |
| All | +227.8% | +24.6% | +203.2% | +208.3% |
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