-3.6%
SMR vs VIG
+67.1%
-70.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.3% |
| 7D | +4.4% | -0.4% | +4.8% | +5.3% |
| 30D | +3.4% | -1.0% | +4.4% | +5.3% |
| 3M | -19.2% | +2.8% | -21.9% | -22.6% |
| 6M | -22.6% | +8.2% | -30.8% | -31.5% |
| YTD | -31.5% | +11.0% | -42.6% | -41.4% |
| 1Y | -73.1% | +16.1% | -89.2% | -78.3% |
| 3Y | +55.0% | +56.2% | -1.2% | -6.3% |
| All | -3.6% | +67.1% | -70.7% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling