+423.1%
VUG vs SFM
+296.2%
+126.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.4% |
| 7D | +0.9% | -5.8% | +6.7% | +1.5% |
| 30D | -1.4% | -11.4% | +9.9% | -0.2% |
| 3M | +2.3% | -12.2% | +14.5% | +3.5% |
| 6M | +15.7% | -5.2% | +20.8% | +15.5% |
| YTD | +8.6% | -4.5% | +13.1% | +8.1% |
| 1Y | +14.1% | -45.4% | +59.4% | +21.4% |
| 3Y | +87.9% | +91.1% | -3.2% | +68.8% |
| 5Y | +76.3% | +226.8% | -150.5% | +46.0% |
| All | +423.1% | +296.2% | +126.9% | +310.2% |
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