-1.5%
SM vs VEU
+50.3%
-51.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.6% | +4.8% |
| 7D | +0.3% | -0.5% | +0.8% | +0.7% |
| 30D | -17.3% | -1.0% | -16.3% | -17.0% |
| 3M | -3.6% | -3.6% | 0.0% | -1.6% |
| 6M | +2.9% | -1.2% | +4.1% | +1.1% |
| YTD | +70.2% | +12.0% | +58.2% | +40.3% |
| 1Y | +66.5% | +13.9% | +52.6% | +34.1% |
| 3Y | -8.2% | +71.3% | -79.5% | -57.0% |
| 5Y | -1.5% | +50.3% | -51.8% | -37.3% |
| All | -1.5% | +50.3% | -51.8% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling