+35.6%
VSH vs SM
-2.8%
+38.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.7% | -2.0% |
| 7D | +6.2% | -0.2% | +6.4% | +6.2% |
| 30D | -11.1% | +31.5% | -42.6% | -17.7% |
| 3M | -44.9% | +17.3% | -62.2% | -47.9% |
| 6M | +90.0% | +48.5% | +41.4% | +61.6% |
| YTD | +118.8% | +106.3% | +12.5% | +61.5% |
| 1Y | +109.0% | +47.3% | +61.7% | +76.1% |
| 3Y | +35.6% | -1.4% | +37.1% | +15.6% |
| All | +35.6% | -2.8% | +38.4% | +15.6% |
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