-5.9%
SAP vs VSH
+62.1%
-68.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.1% | +9.3% | +3.6% |
| 7D | +1.3% | -13.6% | +14.9% | -0.2% |
| 30D | +15.5% | -30.4% | +45.9% | +11.4% |
| 3M | +22.8% | -33.3% | +56.1% | +18.1% |
| 6M | +42.5% | -15.1% | +57.5% | +38.4% |
| YTD | +0.5% | +80.2% | -79.7% | -2.7% |
| 1Y | -5.9% | +63.4% | -69.3% | -7.1% |
| All | -5.9% | +62.1% | -68.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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