-50.0%
VTRS vs SFM
+271.4%
-321.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -2.2% | -10.6% | +8.4% | -0.9% |
| 30D | +3.3% | -15.5% | +18.8% | +5.3% |
| 3M | +2.0% | -17.4% | +19.4% | +4.1% |
| 6M | +19.9% | -3.4% | +23.4% | +19.6% |
| YTD | +35.7% | -8.7% | +44.4% | +36.0% |
| 1Y | +68.1% | -47.2% | +115.3% | +80.5% |
| 3Y | +87.1% | +82.7% | +4.4% | +61.2% |
| 5Y | +47.6% | +214.3% | -166.7% | +12.6% |
| All | -50.0% | +271.4% | -321.4% | -64.6% |
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