+51.8%
VG vs SM
+70.4%
-18.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -15.3% | +7.6% | +3.9% |
| 7D | -16.4% | -21.5% | +5.1% | +0.3% |
| 30D | -10.8% | -11.4% | +0.6% | -2.4% |
| 3M | -6.3% | +0.6% | -6.9% | -9.1% |
| 6M | -12.5% | +0.2% | -12.8% | -14.3% |
| YTD | +76.9% | +69.7% | +7.2% | +43.6% |
| 1Y | +51.8% | +71.6% | -19.8% | +23.8% |
| All | +51.8% | +70.4% | -18.6% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling