+1.5%
SMR vs VUG
+93.9%
-92.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -4.8% |
| 7D | +4.7% | -1.9% | +6.6% | +7.4% |
| 30D | +3.2% | -1.6% | +4.8% | +5.7% |
| 3M | +9.9% | +4.4% | +5.5% | +5.5% |
| 6M | -15.1% | +13.2% | -28.3% | -24.2% |
| YTD | -27.9% | +7.5% | -35.4% | -31.1% |
| 1Y | -70.2% | +12.5% | -82.7% | -72.3% |
| 3Y | +72.5% | +86.0% | -13.5% | +22.0% |
| All | +1.5% | +93.9% | -92.4% | -35.1% |
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 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