-14.4%
SMR vs VIG
+65.4%
-79.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.4% | -17.0% |
| 7D | -11.2% | -1.1% | -10.2% | -9.8% |
| 30D | -10.2% | -2.7% | -7.5% | -5.8% |
| 3M | -10.0% | +2.5% | -12.6% | -14.2% |
| 6M | -30.5% | +9.2% | -39.7% | -39.6% |
| YTD | -39.2% | +9.8% | -49.1% | -47.1% |
| 1Y | -75.5% | +12.4% | -87.9% | -79.2% |
| 3Y | +45.4% | +55.9% | -10.5% | -11.1% |
| All | -14.4% | +65.4% | -79.8% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling