+56.4%
SAP vs VSH
+64.7%
-8.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.5% |
| 7D | -2.9% | +4.1% | -7.0% | -3.4% |
| 30D | +9.0% | -4.2% | +13.2% | +9.4% |
| 3M | +14.9% | -50.0% | +64.9% | +25.8% |
| 6M | +11.9% | +80.2% | -68.3% | -8.9% |
| YTD | -9.9% | +121.1% | -131.0% | -31.6% |
| 1Y | -19.5% | +112.0% | -131.5% | -38.6% |
| 3Y | +61.8% | +22.5% | +39.3% | +44.0% |
| All | +56.4% | +64.7% | -8.3% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling