+86.9%
VSH vs SITM
+4,507.3%
-4,420.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | +6.2% | +8.4% | -2.1% | +3.9% |
| 30D | -11.1% | -17.4% | +6.3% | -6.3% |
| 3M | -44.9% | -9.8% | -35.1% | -43.5% |
| 6M | +90.0% | +83.0% | +7.0% | +59.1% |
| YTD | +118.8% | +69.6% | +49.2% | +85.2% |
| 1Y | +109.0% | +144.9% | -35.9% | +58.6% |
| 3Y | +35.6% | +429.9% | -394.2% | -21.0% |
| 5Y | +66.7% | +169.2% | -102.5% | +0.2% |
| All | +86.9% | +4,507.3% | -4,420.4% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling