-52.1%
SMR vs VUG
+89.2%
-141.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.2% | -7.6% | -7.5% |
| 7D | +10.3% | +4.4% | +5.9% | +4.3% |
| 30D | -25.7% | -7.3% | -18.4% | -16.8% |
| 3M | -49.7% | -4.2% | -45.5% | -45.9% |
| 6M | -59.8% | -1.6% | -58.3% | -57.3% |
| YTD | -66.0% | +4.9% | -70.9% | -65.9% |
| 1Y | -81.4% | +3.8% | -85.2% | -81.0% |
| 3Y | +130.6% | +79.4% | +51.2% | +71.4% |
| All | -52.1% | +89.2% | -141.3% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling