+176.2%
SAP vs VSH
+170.2%
+6.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.5% |
| 7D | -0.3% | +6.2% | -6.5% | -1.6% |
| 30D | +2.6% | -11.1% | +13.7% | +5.0% |
| 3M | +16.3% | -44.9% | +61.2% | +29.5% |
| 6M | +6.4% | +90.0% | -83.6% | -19.1% |
| YTD | -11.4% | +118.8% | -130.2% | -36.7% |
| 1Y | -20.4% | +109.0% | -129.4% | -42.8% |
| 3Y | +56.5% | +35.6% | +20.9% | +23.4% |
| 5Y | +56.8% | +66.7% | -9.9% | +11.7% |
| 10Y | +176.2% | +167.9% | +8.2% | +61.1% |
| All | +176.2% | +170.2% | +6.0% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling