+7.4%
VSH vs SM
-20.0%
+27.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.5% |
| 7D | -12.9% | -25.9% | +13.0% | -6.2% |
| 30D | -36.9% | -15.1% | -21.7% | -34.6% |
| 3M | -28.8% | +4.9% | -33.6% | -31.0% |
| 6M | -30.3% | +6.1% | -36.4% | -34.1% |
| YTD | +62.4% | +63.4% | -1.1% | +23.8% |
| 1Y | +62.5% | +72.5% | -9.9% | +20.2% |
| 3Y | +7.4% | -16.9% | +24.3% | -5.4% |
| All | +7.4% | -20.0% | +27.4% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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