+6.1%
VUG vs SM
+84.5%
-78.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | +0.2% |
| 7D | +4.4% | +10.6% | -6.2% | +5.3% |
| 30D | -7.3% | -15.0% | +7.6% | -8.7% |
| 3M | -4.2% | +1.7% | -5.9% | -3.8% |
| 6M | -1.6% | +5.9% | -7.5% | 0.0% |
| YTD | +4.9% | +79.0% | -74.1% | +7.4% |
| All | +6.1% | +84.5% | -78.4% | +8.6% |
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