+1,250.4%
VUG vs SM
+192.9%
+1,057.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.3% | +26.3% | -26.6% | -3.2% |
| 3M | -0.7% | +8.7% | -9.4% | -2.2% |
| 6M | +14.6% | +51.7% | -37.1% | +7.6% |
| YTD | +9.0% | +99.0% | -90.0% | -1.3% |
| 1Y | +14.9% | +34.6% | -19.7% | +8.6% |
| 3Y | +86.0% | -7.8% | +93.8% | +80.3% |
| 5Y | +76.7% | +104.8% | -28.1% | +50.7% |
| 10Y | +411.3% | +7.2% | +404.1% | +262.8% |
| All | +1,250.4% | +192.9% | +1,057.5% | +439.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling