+194.9%
SO vs VSH
+117.5%
+77.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | 0.0% |
| 7D | -0.1% | -1.6% | +1.5% | -0.2% |
| 30D | +8.7% | -21.3% | +30.0% | +10.3% |
| 3M | +3.4% | -18.9% | +22.3% | +4.4% |
| 6M | +3.7% | -21.4% | +25.1% | +2.7% |
| YTD | +10.0% | +86.8% | -76.8% | -2.3% |
| 1Y | +6.6% | +85.8% | -79.2% | -5.4% |
| 3Y | +52.5% | +30.1% | +22.4% | +38.5% |
| 5Y | +76.1% | +42.8% | +33.2% | +53.8% |
| 10Y | +194.9% | +121.2% | +73.7% | +134.6% |
| All | +194.9% | +117.5% | +77.4% | +134.6% |
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