-48.0%
SMR vs VXUS
+60.3%
-108.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -1.6% |
| 7D | +1.9% | -0.5% | +2.5% | +4.0% |
| 30D | -21.9% | -1.2% | -20.8% | -19.3% |
| 3M | -47.1% | -3.8% | -43.3% | -42.2% |
| 6M | -60.6% | -1.7% | -59.0% | -57.5% |
| YTD | -63.1% | +11.4% | -74.5% | -66.8% |
| 1Y | -80.4% | +13.3% | -93.8% | -82.8% |
| 3Y | +150.2% | +70.0% | +80.3% | +37.5% |
| All | -48.0% | +60.3% | -108.3% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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