+29.9%
VNQ vs SM
-0.7%
+30.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -2.6% | +2.1% | -4.8% | -2.8% |
| 30D | -2.3% | +18.1% | -20.5% | -3.3% |
| 3M | -2.8% | +17.0% | -19.8% | -3.9% |
| 6M | +2.5% | +55.4% | -52.9% | -1.6% |
| YTD | +8.4% | +108.6% | -100.1% | +0.7% |
| 1Y | +6.8% | +45.7% | -38.9% | +2.7% |
| All | +29.9% | -0.7% | +30.6% | +21.2% |
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