-3.0%
SM vs VIG
+623.5%
-626.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -1.7% |
| 7D | +0.1% | -0.4% | +0.5% | +0.8% |
| 30D | +26.3% | -1.0% | +27.3% | +28.1% |
| 3M | +8.7% | +2.8% | +5.9% | +2.6% |
| 6M | +51.7% | +8.2% | +43.5% | +28.9% |
| YTD | +99.0% | +11.0% | +88.0% | +62.1% |
| 1Y | +34.6% | +16.1% | +18.4% | +1.4% |
| 3Y | -7.8% | +56.2% | -63.9% | -57.0% |
| 5Y | +104.8% | +63.0% | +41.8% | -10.7% |
| 10Y | +7.2% | +241.4% | -234.2% | -83.4% |
| All | -3.0% | +623.5% | -626.5% | -95.4% |
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