+436.1%
VSH vs SIRI
-17.9%
+454.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | +6.2% | +4.3% | +1.9% | +5.7% |
| 30D | -11.1% | -2.8% | -8.3% | -10.8% |
| 3M | -44.9% | +5.9% | -50.8% | -45.4% |
| 6M | +90.0% | +31.9% | +58.0% | +83.6% |
| YTD | +118.8% | +48.7% | +70.1% | +108.5% |
| 1Y | +109.0% | +23.2% | +85.8% | +103.2% |
| 3Y | +35.6% | -23.9% | +59.5% | +37.1% |
| 5Y | +66.7% | -43.4% | +110.1% | +70.8% |
| 10Y | +167.9% | -13.6% | +181.6% | +164.5% |
| All | +436.1% | -17.9% | +454.0% | +311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling