+323.8%
SN vs VSH
+19.5%
+304.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +0.1% | +6.2% | -6.1% | -1.9% |
| 30D | -5.6% | -11.1% | +5.5% | -2.4% |
| 3M | +48.1% | -44.9% | +93.0% | +75.5% |
| 6M | +57.6% | +90.0% | -32.3% | +1.8% |
| YTD | +56.5% | +118.8% | -62.3% | -7.0% |
| 1Y | +52.6% | +109.0% | -56.4% | -8.5% |
| 3Y | +412.0% | +35.6% | +376.3% | +251.4% |
| All | +323.8% | +19.5% | +304.3% | +202.1% |
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