-3.6%
SMR vs VUG
+96.7%
-100.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +4.4% | -0.1% | +4.5% | +4.6% |
| 30D | +3.4% | -0.3% | +3.7% | +4.2% |
| 3M | -19.2% | -0.7% | -18.5% | -16.8% |
| 6M | -22.6% | +14.6% | -37.3% | -32.0% |
| YTD | -31.5% | +9.0% | -40.6% | -35.7% |
| 1Y | -73.1% | +14.9% | -87.9% | -75.6% |
| 3Y | +55.0% | +86.0% | -31.1% | +8.1% |
| All | -3.6% | +96.7% | -100.2% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling