+96.3%
VTR vs SFM
+271.4%
-175.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -0.3% | -10.6% | +10.3% | +0.5% |
| 30D | +1.1% | -15.5% | +16.6% | +2.3% |
| 3M | +7.9% | -17.4% | +25.3% | +9.3% |
| 6M | +6.2% | -3.4% | +9.6% | +6.0% |
| YTD | +17.7% | -8.7% | +26.4% | +17.9% |
| 1Y | +32.9% | -47.2% | +80.1% | +39.1% |
| 3Y | +129.7% | +82.7% | +47.0% | +112.2% |
| 5Y | +89.3% | +214.3% | -125.0% | +65.2% |
| All | +96.3% | +271.4% | -175.1% | +68.0% |
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 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