+128.1%
VTR vs SFM
+83.0%
+45.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.4% |
| 7D | -2.9% | -7.2% | +4.3% | -2.6% |
| 30D | -2.8% | -14.3% | +11.5% | -2.1% |
| 3M | +9.0% | -13.7% | +22.7% | +9.7% |
| 6M | +5.0% | -6.0% | +11.0% | +5.1% |
| YTD | +16.9% | -8.2% | +25.2% | +17.2% |
| 1Y | +34.3% | -46.2% | +80.5% | +41.3% |
| All | +128.1% | +83.0% | +45.2% | +87.8% |
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