+7.5%
SMR vs VIG
+65.0%
-57.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.4% |
| 7D | +13.1% | -1.2% | +14.2% | +15.3% |
| 30D | +17.8% | -2.8% | +20.6% | +23.9% |
| 3M | +8.1% | +2.5% | +5.6% | +3.5% |
| 6M | -11.1% | +8.1% | -19.2% | -21.3% |
| YTD | -23.7% | +9.6% | -33.3% | -33.2% |
| 1Y | -69.4% | +14.2% | -83.6% | -74.6% |
| 3Y | +82.6% | +56.1% | +26.5% | +12.0% |
| All | +7.5% | +65.0% | -57.5% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling