+517.6%
SPMO vs VSH
+196.4%
+321.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -1.3% |
| 7D | -0.9% | +4.8% | -5.7% | -2.4% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | -1.4% | -43.1% | +41.7% | +14.3% |
| 6M | +25.5% | +91.8% | -66.3% | -0.5% |
| YTD | +24.8% | +131.6% | -106.8% | -7.3% |
| 1Y | +24.5% | +118.1% | -93.6% | -6.6% |
| 3Y | +157.1% | +40.9% | +116.2% | +110.6% |
| 5Y | +149.5% | +75.8% | +73.7% | +84.4% |
| All | +517.6% | +196.4% | +321.2% | +296.6% |
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