+1,216.9%
VST vs SFM
+292.5%
+924.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.7% | +3.1% |
| 7D | +8.9% | -0.1% | +9.0% | +8.9% |
| 30D | +6.2% | -4.4% | +10.6% | +6.8% |
| 3M | -2.7% | +1.5% | -4.2% | -3.5% |
| 6M | -8.4% | +6.5% | -14.8% | -10.5% |
| YTD | -7.2% | +2.2% | -9.4% | -8.8% |
| 1Y | -20.9% | -41.9% | +21.0% | -14.7% |
| 3Y | +384.0% | +106.8% | +277.2% | +350.1% |
| 5Y | +757.1% | +231.6% | +525.5% | +642.4% |
| All | +1,216.9% | +292.5% | +924.4% | +997.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling