+112.5%
VTR vs SFM
+48.8%
+63.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | +0.2% | +6.0% | -5.9% | -0.2% |
| 30D | +5.5% | -19.5% | +24.9% | +6.6% |
| 3M | -0.9% | -37.0% | +36.1% | +1.8% |
| 6M | -0.4% | -41.0% | +40.6% | +2.6% |
| YTD | +17.0% | -34.6% | +51.7% | +19.4% |
| 1Y | +18.0% | -36.3% | +54.2% | +20.6% |
| 3Y | +127.4% | +24.5% | +102.8% | +117.4% |
| 5Y | +92.3% | +115.9% | -23.6% | +74.9% |
| 10Y | +129.6% | +139.5% | -9.9% | +103.5% |
| All | +112.5% | +48.8% | +63.8% | +87.7% |
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