+9.9%
SM vs VIG
+262.7%
-252.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +4.3% |
| 7D | +0.3% | -0.3% | +0.7% | +0.7% |
| 30D | -17.3% | +4.9% | -22.2% | -24.4% |
| 3M | -3.6% | +2.9% | -6.5% | -9.5% |
| 6M | +2.9% | +11.2% | -8.3% | -16.1% |
| YTD | +70.2% | +16.0% | +54.2% | +27.2% |
| 1Y | +66.5% | +17.0% | +49.6% | +22.3% |
| 3Y | -8.2% | +66.9% | -75.1% | -62.6% |
| 5Y | -1.5% | +65.8% | -67.3% | -59.2% |
| All | +9.9% | +262.7% | -252.7% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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