+222.9%
SAP vs VSH
+128.2%
+94.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.4% | -11.7% | -1.0% |
| 7D | +1.6% | +3.5% | -1.9% | +0.2% |
| 30D | +10.5% | -22.4% | +33.0% | +15.0% |
| 3M | +15.2% | -25.2% | +40.3% | +19.8% |
| 6M | +36.7% | -22.5% | +59.2% | +32.0% |
| YTD | -0.6% | +84.2% | -84.8% | -27.8% |
| 1Y | -4.1% | +87.1% | -91.2% | -31.0% |
| 3Y | +73.2% | +31.7% | +41.6% | +31.7% |
| 5Y | +74.1% | +42.6% | +31.5% | +25.4% |
| 10Y | +222.9% | +116.6% | +106.3% | +102.5% |
| All | +222.9% | +128.2% | +94.7% | +102.5% |
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