+113.8%
SYY vs VSH
+196.4%
-82.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.0% | -0.4% |
| 7D | +3.9% | +4.8% | -0.8% | +2.8% |
| 30D | -1.7% | -0.7% | -1.0% | -1.9% |
| 3M | +5.2% | -43.1% | +48.2% | +17.7% |
| 6M | -0.2% | +91.8% | -92.0% | -24.0% |
| YTD | +15.4% | +131.6% | -116.3% | -17.7% |
| 1Y | +5.6% | +118.1% | -112.5% | -24.3% |
| 3Y | +28.9% | +40.9% | -12.0% | +1.4% |
| 5Y | +24.1% | +75.8% | -51.7% | -15.1% |
| All | +113.8% | +196.4% | -82.6% | +11.2% |
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