-1.4%
SM vs VEU
+77.0%
-78.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -0.2% | +1.7% | -1.8% | -0.9% |
| 30D | +31.5% | +1.0% | +30.5% | +30.9% |
| 3M | +17.3% | +5.6% | +11.7% | +13.5% |
| 6M | +48.5% | +13.7% | +34.8% | +33.2% |
| YTD | +106.3% | +17.7% | +88.5% | +76.0% |
| 1Y | +47.3% | +25.8% | +21.5% | +15.8% |
| 3Y | -1.4% | +77.1% | -78.5% | -46.5% |
| All | -1.4% | +77.0% | -78.4% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling