+788.7%
SPYM vs VSH
+183.2%
+605.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -1.1% |
| 7D | -2.7% | -12.9% | +10.3% | +0.3% |
| 30D | -5.4% | -36.9% | +31.5% | +4.8% |
| 3M | -4.1% | -28.8% | +24.7% | +2.3% |
| 6M | +0.8% | -30.3% | +31.1% | +4.0% |
| YTD | +8.8% | +62.4% | -53.6% | -11.2% |
| 1Y | +11.0% | +62.5% | -51.5% | -9.7% |
| 3Y | +75.5% | +7.4% | +68.1% | +51.9% |
| 5Y | +68.4% | +25.4% | +43.0% | +38.0% |
| 10Y | +316.1% | +102.6% | +213.4% | +188.8% |
| All | +788.7% | +183.2% | +605.5% | +348.1% |
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