+4,267.1%
SYY vs VSH
+1,674.8%
+2,592.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.9% |
| 7D | -2.3% | +4.1% | -6.4% | -2.9% |
| 30D | -4.9% | -4.2% | -0.8% | -4.6% |
| 3M | +8.4% | -50.0% | +58.4% | +17.5% |
| 6M | -7.4% | +80.2% | -87.5% | -17.9% |
| YTD | +11.0% | +121.1% | -110.1% | -4.9% |
| 1Y | -0.2% | +112.0% | -112.2% | -14.5% |
| 3Y | +23.8% | +22.5% | +1.2% | +12.0% |
| 5Y | +18.1% | +64.0% | -45.9% | +1.3% |
| 10Y | +94.6% | +170.4% | -75.8% | +54.6% |
| All | +4,267.1% | +1,674.8% | +2,592.3% | +1,766.8% |
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 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