+34.0%
VSH vs SITM
+412.8%
-378.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | +3.5% | +3.7% | -0.2% | +2.2% |
| 30D | -4.4% | -14.5% | +10.1% | +0.9% |
| 3M | -45.8% | -10.6% | -35.3% | -44.1% |
| 6M | +90.1% | +65.5% | +24.6% | +56.6% |
| YTD | +120.3% | +67.0% | +53.3% | +78.6% |
| 1Y | +112.2% | +138.6% | -26.4% | +50.1% |
| All | +34.0% | +412.8% | -378.8% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling