+68.4%
SAP vs VSH
+31.2%
+37.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.5% |
| 7D | +0.6% | +14.3% | -13.7% | +0.2% |
| 30D | +6.5% | -7.9% | +14.4% | +6.7% |
| 3M | +12.2% | -19.9% | +32.1% | +12.8% |
| 6M | +46.1% | -30.5% | +76.6% | +43.9% |
| YTD | -1.6% | +85.7% | -87.3% | -18.0% |
| 1Y | -5.1% | +98.9% | -104.0% | -22.2% |
| 3Y | +68.4% | +32.1% | +36.3% | +47.1% |
| All | +68.4% | +31.2% | +37.1% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling