+61.8%
VNQ vs SM
+23.0%
+38.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.3% | +4.6% | -5.8% | -1.6% |
| 30D | -2.6% | +18.2% | -20.8% | -3.9% |
| 3M | -2.0% | +22.5% | -24.5% | -3.8% |
| 6M | +4.3% | +50.6% | -46.2% | +0.3% |
| YTD | +9.2% | +108.1% | -98.9% | +2.2% |
| 1Y | +5.6% | +46.0% | -40.4% | +1.4% |
| 3Y | +30.8% | +2.9% | +28.0% | +27.0% |
| 5Y | +8.0% | +112.6% | -104.6% | -2.7% |
| All | +61.8% | +23.0% | +38.8% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling