+265.2%
SU vs VSH
+196.4%
+68.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.3% | -2.0% |
| 7D | +2.2% | +4.8% | -2.5% | +0.8% |
| 30D | +8.4% | -0.7% | +9.1% | +8.2% |
| 3M | +12.1% | -43.1% | +55.1% | +28.7% |
| 6M | +19.7% | +91.8% | -72.1% | -13.8% |
| YTD | +58.4% | +131.6% | -73.2% | +5.3% |
| 1Y | +67.2% | +118.1% | -50.9% | +11.8% |
| 3Y | +125.0% | +40.9% | +84.1% | +68.0% |
| 5Y | +355.1% | +75.8% | +279.3% | +190.7% |
| All | +265.2% | +196.4% | +68.8% | +82.8% |
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