+13,845.6%
SPGI vs VSH
+1,674.8%
+12,170.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.4% |
| 7D | +0.1% | +4.1% | -3.9% | -0.7% |
| 30D | +8.4% | -4.2% | +12.6% | +8.8% |
| 3M | +11.8% | -50.0% | +61.8% | +24.1% |
| 6M | +5.7% | +80.2% | -74.5% | -10.6% |
| YTD | -9.7% | +121.1% | -130.8% | -27.1% |
| 1Y | -12.5% | +112.0% | -124.5% | -29.3% |
| 3Y | +21.8% | +22.5% | -0.7% | +6.2% |
| 5Y | +8.2% | +64.0% | -55.9% | -12.1% |
| 10Y | +309.5% | +170.4% | +139.1% | +192.4% |
| All | +13,845.6% | +1,674.8% | +12,170.8% | +5,857.9% |
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 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