+409.7%
VUG vs SM
+12.3%
+397.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.7% |
| 7D | +0.9% | -0.2% | +1.0% | +0.9% |
| 30D | -1.4% | +31.5% | -32.9% | -3.7% |
| 3M | +2.3% | +17.3% | -15.0% | +0.6% |
| 6M | +15.7% | +48.5% | -32.8% | +11.0% |
| YTD | +8.6% | +106.3% | -97.6% | +1.1% |
| 1Y | +14.1% | +47.3% | -33.2% | +9.0% |
| 3Y | +87.9% | -1.4% | +89.3% | +82.8% |
| 5Y | +76.3% | +114.0% | -37.7% | +59.4% |
| 10Y | +409.7% | +12.5% | +397.2% | +297.8% |
| All | +409.7% | +12.3% | +397.3% | +297.8% |
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