-85.6%
SMR vs VIG
+19.5%
-105.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -11.5% |
| 7D | -9.5% | +2.7% | -12.3% | -17.9% |
| 30D | -33.2% | +7.0% | -40.2% | -47.8% |
| 3M | -45.9% | +4.0% | -49.9% | -53.3% |
| 6M | -57.9% | +12.3% | -70.2% | -73.3% |
| YTD | -63.8% | +16.4% | -80.2% | -79.4% |
| 1Y | -85.6% | +19.2% | -104.8% | -92.6% |
| All | -85.6% | +19.5% | -105.1% | -92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling