+11.1%
SMR vs VEU
+71.1%
-60.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.4% | +15.7% | +16.0% |
| 7D | +21.4% | +1.7% | +19.7% | +17.6% |
| 30D | +13.8% | +1.0% | +12.9% | +12.2% |
| 3M | +3.9% | +5.6% | -1.7% | -4.2% |
| 6M | -4.2% | +13.7% | -17.9% | -19.4% |
| YTD | -21.1% | +17.7% | -38.8% | -36.8% |
| 1Y | -67.1% | +25.8% | -92.8% | -75.9% |
| 3Y | +88.9% | +77.1% | +11.7% | -5.6% |
| All | +11.1% | +71.1% | -60.0% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling