-12.7%
SM vs VIG
+655.7%
-668.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +10.6% | +3.1% | +7.5% | +5.0% |
| 30D | -15.0% | +5.0% | -20.0% | -22.5% |
| 3M | +1.7% | +2.7% | -1.0% | -4.3% |
| 6M | +5.9% | +11.0% | -5.1% | -13.5% |
| YTD | +79.0% | +16.0% | +63.0% | +33.7% |
| 1Y | +84.7% | +16.3% | +68.4% | +37.0% |
| 3Y | -3.5% | +66.8% | -70.3% | -60.2% |
| 5Y | +4.9% | +64.8% | -59.8% | -55.7% |
| 10Y | +17.7% | +263.6% | -245.9% | -83.8% |
| All | -12.7% | +655.7% | -668.5% | -96.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling