+818.8%
SLB vs VSH
+1,203.4%
-384.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.2% | -0.8% |
| 7D | -7.1% | -12.9% | +5.8% | -4.3% |
| 30D | +4.1% | -36.9% | +40.9% | +15.2% |
| 3M | -2.6% | -28.8% | +26.1% | +3.8% |
| 6M | -8.6% | -30.3% | +21.7% | -5.6% |
| YTD | +32.2% | +62.4% | -30.2% | +9.0% |
| 1Y | +40.7% | +62.5% | -21.9% | +15.7% |
| 3Y | -4.5% | +7.4% | -11.9% | -15.9% |
| 5Y | +66.4% | +25.4% | +40.9% | +38.7% |
| 10Y | -15.1% | +102.6% | -117.7% | -35.9% |
| All | +818.8% | +1,203.4% | -384.6% | +355.8% |
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