+19.9%
SM vs VEU
+155.0%
-135.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -2.0% |
| 7D | +4.6% | -1.4% | +6.0% | +7.0% |
| 30D | +18.2% | -0.4% | +18.6% | +18.6% |
| 3M | +22.5% | +2.5% | +20.0% | +14.5% |
| 6M | +50.6% | +11.1% | +39.4% | +13.5% |
| YTD | +108.1% | +16.5% | +91.6% | +41.5% |
| 1Y | +46.0% | +22.9% | +23.1% | -10.9% |
| 3Y | +2.9% | +73.4% | -70.5% | -69.3% |
| 5Y | +112.6% | +56.1% | +56.5% | -19.8% |
| All | +19.9% | +155.0% | -135.1% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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