+65.6%
VSH vs SIRI
-42.5%
+108.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.2% |
| 7D | +3.1% | -3.0% | +6.1% | +3.7% |
| 30D | -5.7% | +1.3% | -7.0% | -6.0% |
| 3M | -42.5% | +5.6% | -48.1% | -43.6% |
| 6M | +82.7% | +35.2% | +47.5% | +68.7% |
| YTD | +118.2% | +49.1% | +69.2% | +96.5% |
| 1Y | +109.7% | +26.8% | +82.9% | +95.6% |
| 3Y | +35.3% | -23.7% | +59.0% | +31.7% |
| 5Y | +65.6% | -41.8% | +107.4% | +70.0% |
| All | +65.6% | -42.5% | +108.1% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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