-97.5%
SRFM price history and return analytics
+63.8%
-161.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.1% |
| 7D | -21.0% | +2.4% | -23.3% | -25.6% |
| 30D | -33.6% | -1.5% | -32.1% | -30.9% |
| 3M | -30.0% | -4.1% | -25.8% | -22.0% |
| 6M | -55.3% | +0.6% | -55.9% | -55.2% |
| YTD | -71.4% | +11.0% | -82.5% | -76.8% |
| 1Y | -79.4% | +13.3% | -92.8% | -84.0% |
| 3Y | -93.9% | +73.4% | -167.3% | -96.9% |
| All | -97.5% | +63.8% | -161.3% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling