+76.3%
VUG vs SM
+111.2%
-34.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.8% |
| 7D | +0.9% | -0.2% | +1.0% | +0.9% |
| 30D | -1.4% | +31.5% | -32.9% | -4.8% |
| 3M | +2.3% | +17.3% | -15.0% | -0.2% |
| 6M | +15.7% | +48.5% | -32.8% | +8.1% |
| YTD | +8.6% | +106.3% | -97.6% | -3.8% |
| 1Y | +14.1% | +47.3% | -33.2% | +6.0% |
| 3Y | +87.9% | -1.4% | +89.3% | +78.9% |
| 5Y | +76.3% | +114.0% | -37.7% | +50.1% |
| All | +76.3% | +111.2% | -34.9% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling