+295.5%
SPGI vs VSH
+170.2%
+125.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.0% |
| 7D | -2.5% | +6.2% | -8.7% | -3.7% |
| 30D | +5.4% | -11.1% | +16.5% | +7.6% |
| 3M | +9.0% | -44.9% | +54.0% | +20.7% |
| 6M | +0.8% | +90.0% | -89.2% | -21.9% |
| YTD | -12.6% | +118.8% | -131.4% | -35.5% |
| 1Y | -16.1% | +109.0% | -125.1% | -38.1% |
| 3Y | +19.0% | +35.6% | -16.7% | -4.3% |
| 5Y | +5.1% | +66.7% | -61.6% | -23.5% |
| 10Y | +295.5% | +167.9% | +127.5% | +121.9% |
| All | +295.5% | +170.2% | +125.2% | +121.9% |
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