+114.5%
VTR vs SFM
+132.6%
-18.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.2% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -2.4% | -4.4% | +1.9% | -2.2% |
| 3M | +14.8% | +1.5% | +13.3% | +14.4% |
| 6M | +5.3% | +6.5% | -1.1% | +4.5% |
| YTD | +18.1% | +2.2% | +15.9% | +17.4% |
| 1Y | +36.7% | -41.9% | +78.6% | +41.4% |
| 3Y | +130.1% | +106.8% | +23.3% | +113.2% |
| 5Y | +89.5% | +231.6% | -142.1% | +68.0% |
| 10Y | +87.4% | +258.4% | -171.1% | +61.9% |
| All | +114.5% | +132.6% | -18.1% | +84.4% |
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