+2,432.7%
SAP vs VSH
+98.7%
+2,334.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.7% | -9.9% | -5.7% |
| 7D | -0.7% | -12.9% | +12.3% | +2.3% |
| 30D | +11.1% | -36.9% | +48.0% | +23.6% |
| 3M | +17.0% | -28.8% | +45.8% | +24.6% |
| 6M | +34.8% | -30.3% | +65.1% | +35.7% |
| YTD | -2.2% | +62.4% | -64.6% | -25.1% |
| 1Y | -6.4% | +62.5% | -69.0% | -28.6% |
| 3Y | +75.1% | +7.4% | +67.8% | +42.8% |
| 5Y | +69.8% | +25.4% | +44.4% | +30.2% |
| 10Y | +219.8% | +102.6% | +117.2% | +100.2% |
| All | +2,432.7% | +98.7% | +2,334.0% | +999.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling