+19.4%
SYY vs VSH
+67.3%
-47.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -0.2% | +3.5% | -3.8% | -0.6% |
| 30D | -2.7% | -4.4% | +1.6% | -2.4% |
| 3M | +5.9% | -45.8% | +51.7% | +11.9% |
| 6M | -2.3% | +90.1% | -92.5% | -15.5% |
| YTD | +13.1% | +120.3% | -107.2% | -4.6% |
| 1Y | +3.8% | +112.2% | -108.5% | -12.5% |
| 3Y | +26.7% | +36.6% | -9.9% | +14.5% |
| 5Y | +19.4% | +67.0% | -47.6% | -4.3% |
| All | +19.4% | +67.3% | -47.8% | -4.3% |
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