-0.2%
SM vs VIG
+65.2%
-65.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +4.6% |
| 7D | +0.3% | -0.3% | +0.7% | +0.7% |
| 30D | -17.3% | +4.9% | -22.2% | -22.8% |
| 3M | -3.6% | +2.9% | -6.5% | -8.1% |
| 6M | +2.9% | +11.2% | -8.3% | -12.4% |
| YTD | +70.2% | +16.0% | +54.2% | +35.0% |
| 1Y | +66.5% | +17.0% | +49.6% | +30.1% |
| 3Y | -8.2% | +66.9% | -75.1% | -55.7% |
| All | -0.2% | +65.2% | -65.5% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling