-79.9%
SMR vs VIG
+16.5%
-96.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -8.3% | +3.5% | -11.8% | -18.0% |
| 30D | -20.1% | +4.9% | -25.0% | -32.1% |
| 3M | -52.7% | +2.5% | -55.2% | -56.2% |
| 6M | -61.0% | +11.0% | -72.1% | -73.9% |
| YTD | -67.1% | +16.0% | -83.1% | -80.8% |
| 1Y | -79.9% | +17.5% | -97.4% | -88.8% |
| All | -79.9% | +16.5% | -96.4% | -88.8% |
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