+31.7%
SPGI vs VSH
+6.8%
+24.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.1% |
| 7D | +0.3% | -12.9% | +13.2% | +0.5% |
| 30D | +18.4% | -36.9% | +55.2% | +19.5% |
| 3M | +15.7% | -28.8% | +44.5% | +16.2% |
| 6M | +17.3% | -30.3% | +47.6% | +14.0% |
| YTD | -4.7% | +62.4% | -67.1% | -17.1% |
| 1Y | +1.8% | +62.5% | -60.7% | -11.6% |
| 3Y | +31.7% | +7.4% | +24.3% | +18.4% |
| All | +31.7% | +6.8% | +24.9% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling