+1.5%
SMR vs VEU
+67.6%
-66.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -3.2% |
| 7D | +4.7% | -1.9% | +6.6% | +8.6% |
| 30D | +3.2% | -0.7% | +4.0% | +5.1% |
| 3M | +9.9% | +4.9% | +5.0% | +2.7% |
| 6M | -15.1% | +9.8% | -25.0% | -24.1% |
| YTD | -27.9% | +15.3% | -43.3% | -39.9% |
| 1Y | -70.2% | +23.0% | -93.3% | -77.3% |
| 3Y | +72.5% | +73.5% | -1.0% | -10.3% |
| All | +1.5% | +67.6% | -66.2% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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