+5.2%
VUG vs SM
+70.4%
-65.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -15.3% | +16.8% | +0.1% |
| 7D | -3.0% | -21.5% | +18.5% | -5.1% |
| 30D | -6.4% | -11.4% | +5.0% | -7.3% |
| 3M | -3.2% | +0.6% | -3.8% | -2.8% |
| 6M | +3.1% | +0.2% | +2.9% | +4.3% |
| YTD | +6.3% | +69.7% | -63.4% | +8.1% |
| 1Y | +5.2% | +71.6% | -66.4% | +7.1% |
| All | +5.2% | +70.4% | -65.2% | +7.1% |
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