-51.4%
VG vs SM
-22.7%
-28.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.6% |
| 7D | -22.0% | -25.9% | +3.9% | -3.0% |
| 30D | -11.6% | -15.1% | +3.5% | -0.6% |
| 3M | -14.9% | +4.9% | -19.7% | -19.5% |
| 6M | -3.5% | +6.1% | -9.7% | -8.7% |
| YTD | +70.0% | +63.4% | +6.5% | +22.7% |
| 1Y | +50.0% | +72.5% | -22.5% | +2.3% |
| All | -51.4% | -22.7% | -28.7% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling