-14.4%
SMR vs VUG
+95.7%
-110.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.6% | -16.9% |
| 7D | -11.2% | -0.5% | -10.8% | -10.9% |
| 30D | -10.2% | -1.0% | -9.3% | -9.0% |
| 3M | -10.0% | +3.5% | -13.6% | -13.0% |
| 6M | -30.5% | +14.2% | -44.6% | -38.7% |
| YTD | -39.2% | +8.5% | -47.7% | -42.7% |
| 1Y | -75.5% | +12.9% | -88.4% | -77.4% |
| 3Y | +45.4% | +85.6% | -40.2% | +1.8% |
| All | -14.4% | +95.7% | -110.1% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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