+6,268.1%
SO vs VSH
+1,203.4%
+5,064.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.4% |
| 7D | -1.5% | -12.9% | +11.5% | -0.9% |
| 30D | +8.1% | -36.9% | +44.9% | +10.3% |
| 3M | +0.2% | -28.8% | +29.0% | +1.5% |
| 6M | +0.4% | -30.3% | +30.7% | +0.9% |
| YTD | +8.5% | +62.4% | -53.9% | +3.6% |
| 1Y | +4.9% | +62.5% | -57.6% | +0.1% |
| 3Y | +47.9% | +7.4% | +40.5% | +42.7% |
| 5Y | +75.7% | +25.4% | +50.3% | +67.1% |
| 10Y | +178.0% | +102.6% | +75.3% | +154.7% |
| All | +6,268.1% | +1,203.4% | +5,064.7% | +4,745.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling