-75.5%
SMR vs VSH
+119.5%
-195.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +6.1% | -21.8% | -19.5% |
| 7D | -11.2% | +4.8% | -16.0% | -14.6% |
| 30D | -10.2% | -0.7% | -9.5% | -11.1% |
| 3M | -10.0% | -43.1% | +33.0% | +26.9% |
| 6M | -30.5% | +91.8% | -122.2% | -65.2% |
| YTD | -39.2% | +131.6% | -170.9% | -76.2% |
| 1Y | -75.5% | +118.1% | -193.6% | -89.2% |
| All | -75.5% | +119.5% | -195.0% | -89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling