+162.0%
SO vs VSH
+172.7%
-10.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | 0.0% | +3.5% | -3.5% | -0.3% |
| 30D | -2.5% | -4.4% | +1.9% | -2.2% |
| 3M | -4.2% | -45.8% | +41.6% | +0.5% |
| 6M | -7.7% | +90.1% | -97.8% | -16.8% |
| YTD | +3.8% | +120.3% | -116.5% | -8.5% |
| 1Y | +0.1% | +112.2% | -112.2% | -11.8% |
| 3Y | +44.2% | +36.6% | +7.6% | +32.8% |
| 5Y | +57.9% | +67.0% | -9.2% | +37.1% |
| 10Y | +162.0% | +179.5% | -17.5% | +99.3% |
| All | +162.0% | +172.7% | -10.7% | +99.3% |
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