+63.4%
VSH vs SITM
+47.5%
+15.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -9.4% | +4.3% | -1.0% |
| 7D | -13.6% | -19.5% | +5.9% | -5.1% |
| 30D | -30.4% | -43.2% | +12.9% | -11.9% |
| 3M | -33.3% | -30.8% | -2.4% | -22.5% |
| 6M | -15.1% | -28.6% | +13.5% | -2.6% |
| YTD | +80.2% | +14.2% | +66.0% | +77.9% |
| 1Y | +63.4% | +44.4% | +19.0% | +54.0% |
| All | +63.4% | +47.5% | +15.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling