-16.1%
SPGI vs VSH
+105.2%
-121.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.3% |
| 7D | -2.5% | +6.2% | -8.7% | -2.0% |
| 30D | +5.4% | -11.1% | +16.5% | +4.6% |
| 3M | +9.0% | -44.9% | +54.0% | +5.1% |
| 6M | +0.8% | +90.0% | -89.2% | -1.6% |
| YTD | -12.6% | +118.8% | -131.4% | -14.4% |
| 1Y | -16.1% | +109.0% | -125.1% | -17.9% |
| All | -16.1% | +105.2% | -121.4% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling