-39.6%
VTRS vs SFM
+106.3%
-145.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -3.3% | -8.8% | +5.5% | -2.2% |
| 30D | +1.4% | -14.5% | +15.8% | +3.2% |
| 3M | +4.6% | -16.8% | +21.5% | +6.7% |
| 6M | +18.1% | -5.3% | +23.4% | +18.0% |
| YTD | +34.7% | -9.4% | +44.0% | +35.0% |
| 1Y | +65.6% | -46.2% | +111.8% | +77.0% |
| 3Y | +83.8% | +81.3% | +2.5% | +60.1% |
| 5Y | +46.5% | +211.9% | -165.4% | +14.2% |
| 10Y | -48.6% | +268.4% | -316.9% | -62.5% |
| All | -39.6% | +106.3% | -145.9% | -50.4% |
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