+1.9%
VUG vs SM
+64.7%
-62.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.6% |
| 7D | -1.2% | -19.5% | +18.3% | -3.1% |
| 30D | -8.9% | -20.2% | +11.4% | -10.6% |
| 3M | -5.9% | -6.5% | +0.6% | -6.1% |
| 6M | -3.3% | +1.6% | -4.8% | -2.1% |
| YTD | +3.4% | +61.2% | -57.8% | +4.8% |
| 1Y | +1.9% | +65.4% | -63.5% | +3.3% |
| All | +1.9% | +64.7% | -62.8% | +3.3% |
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