+1,155.8%
VUG vs SM
+140.5%
+1,015.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -3.4% | -25.9% | +22.5% | -0.2% |
| 30D | -11.1% | -15.1% | +4.0% | -9.7% |
| 3M | -7.2% | +4.9% | -12.1% | -8.4% |
| 6M | -4.1% | +6.1% | -10.3% | -6.0% |
| YTD | +1.4% | +63.4% | -62.0% | -6.5% |
| 1Y | +1.9% | +72.5% | -70.6% | -6.8% |
| 3Y | +77.7% | -16.9% | +94.6% | +73.8% |
| 5Y | +57.6% | -10.6% | +68.2% | +48.1% |
| 10Y | +398.6% | +11.3% | +387.3% | +247.4% |
| All | +1,155.8% | +140.5% | +1,015.3% | +410.5% |
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