+82.3%
SPYM vs VSH
+67.3%
+15.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.4% | +3.5% | -3.9% | -1.1% |
| 30D | -1.4% | -4.4% | +3.0% | -0.6% |
| 3M | +3.7% | -45.8% | +49.5% | +16.5% |
| 6M | +13.0% | +90.1% | -77.1% | -10.0% |
| YTD | +12.5% | +120.3% | -107.9% | -14.7% |
| 1Y | +18.6% | +112.2% | -93.6% | -9.8% |
| 3Y | +78.0% | +36.6% | +41.4% | +49.2% |
| 5Y | +82.3% | +67.0% | +15.3% | +34.9% |
| All | +82.3% | +67.3% | +15.0% | +34.9% |
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 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