+1.5%
SMR vs VSH
+79.7%
-78.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -5.0% |
| 7D | +4.7% | +3.1% | +1.6% | +2.7% |
| 30D | +3.2% | -5.7% | +8.9% | +6.2% |
| 3M | +9.9% | -42.5% | +52.4% | +47.8% |
| 6M | -15.1% | +82.7% | -97.8% | -43.6% |
| YTD | -27.9% | +118.2% | -146.2% | -57.0% |
| 1Y | -70.2% | +109.7% | -179.9% | -81.5% |
| 3Y | +72.5% | +35.3% | +37.2% | +28.5% |
| All | +1.5% | +79.7% | -78.2% | -29.6% |
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