+9.5%
SPGI vs VSH
+64.7%
-55.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.0% |
| 7D | +0.1% | +4.1% | -3.9% | -0.3% |
| 30D | +8.4% | -4.2% | +12.6% | +8.6% |
| 3M | +11.8% | -50.0% | +61.8% | +20.3% |
| 6M | +5.7% | +80.2% | -74.5% | -11.3% |
| YTD | -9.7% | +121.1% | -130.8% | -27.9% |
| 1Y | -12.5% | +112.0% | -124.5% | -30.1% |
| 3Y | +21.8% | +22.5% | -0.7% | +10.2% |
| All | +9.5% | +64.7% | -55.2% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling