-87.7%
SRFM price history and return analytics
+19.6%
-107.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +0.9% | -12.8% | -14.9% |
| 7D | -24.0% | -1.1% | -22.9% | -21.2% |
| 30D | -35.9% | -1.0% | -34.9% | -33.6% |
| 3M | -54.1% | +3.2% | -57.3% | -58.0% |
| 6M | -74.3% | +12.5% | -86.8% | -81.8% |
| YTD | -73.8% | +14.1% | -87.8% | -82.7% |
| 1Y | -87.7% | +18.9% | -106.6% | -92.9% |
| All | -87.7% | +19.6% | -107.4% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling