+101.7%
SMR vs VIG
+67.2%
+34.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -8.3% | +3.5% | -11.8% | -16.8% |
| 30D | -20.1% | +4.9% | -25.0% | -30.1% |
| 3M | -52.7% | +2.5% | -55.2% | -55.9% |
| 6M | -61.0% | +11.0% | -72.1% | -71.1% |
| YTD | -67.1% | +16.0% | -83.1% | -77.8% |
| 1Y | -79.9% | +17.5% | -97.4% | -86.8% |
| 3Y | +101.7% | +67.0% | +34.7% | -49.6% |
| All | +101.7% | +67.2% | +34.5% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling