+21.4%
SM vs VEU
+192.1%
-170.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -3.3% |
| 7D | +0.1% | +1.1% | -1.1% | -1.6% |
| 30D | +26.3% | +2.2% | +24.1% | +22.2% |
| 3M | +8.7% | +3.0% | +5.7% | +1.7% |
| 6M | +51.7% | +10.9% | +40.8% | +21.1% |
| YTD | +99.0% | +18.2% | +80.9% | +43.8% |
| 1Y | +34.6% | +28.3% | +6.3% | -14.3% |
| 3Y | -7.8% | +74.6% | -82.4% | -63.2% |
| 5Y | +104.8% | +56.4% | +48.4% | -1.8% |
| 10Y | +7.2% | +153.0% | -145.8% | -64.4% |
| All | +21.4% | +192.1% | -170.7% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling