+615.7%
VUG vs SFM
+132.6%
+483.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.8% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -0.3% | -4.4% | +4.1% | +0.1% |
| 3M | -0.7% | +1.5% | -2.2% | -1.2% |
| 6M | +14.6% | +6.5% | +8.2% | +12.8% |
| YTD | +9.0% | +2.2% | +6.9% | +7.7% |
| 1Y | +14.9% | -41.9% | +56.8% | +21.2% |
| 3Y | +86.0% | +106.8% | -20.7% | +65.8% |
| 5Y | +76.7% | +231.6% | -154.9% | +46.3% |
| 10Y | +411.3% | +258.4% | +152.9% | +303.5% |
| All | +615.7% | +132.6% | +483.2% | +498.5% |
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