-1.4%
SM vs VIG
+57.1%
-58.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.6% |
| 7D | -0.2% | -0.4% | +0.3% | +0.3% |
| 30D | +31.5% | -2.1% | +33.6% | +34.7% |
| 3M | +17.3% | +3.3% | +14.0% | +10.9% |
| 6M | +48.5% | +9.3% | +39.2% | +28.1% |
| YTD | +106.3% | +10.1% | +96.1% | +75.6% |
| 1Y | +47.3% | +14.7% | +32.6% | +16.7% |
| 3Y | -1.4% | +56.9% | -58.4% | -48.1% |
| All | -1.4% | +57.1% | -58.5% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling