-53.7%
SMR vs VSH
+52.9%
-106.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -0.9% |
| 7D | -8.3% | +14.3% | -22.6% | -15.4% |
| 30D | -20.1% | -7.9% | -12.2% | -17.0% |
| 3M | -52.7% | -19.9% | -32.8% | -47.9% |
| 6M | -61.0% | -30.5% | -30.5% | -54.4% |
| YTD | -67.1% | +85.7% | -152.8% | -79.0% |
| 1Y | -79.9% | +98.9% | -178.8% | -87.6% |
| 3Y | +101.7% | +32.1% | +69.6% | +53.6% |
| All | -53.7% | +52.9% | -106.6% | -65.6% |
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