+639.0%
VSH vs SM
+1,608.3%
-969.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +4.9% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | -4.2% | +26.3% | -30.5% | -8.9% |
| 3M | -50.0% | +8.7% | -58.6% | -51.4% |
| 6M | +80.2% | +51.7% | +28.5% | +61.1% |
| YTD | +121.1% | +99.0% | +22.0% | +85.8% |
| 1Y | +112.0% | +34.6% | +77.4% | +92.5% |
| 3Y | +22.5% | -7.8% | +30.3% | +18.3% |
| 5Y | +64.0% | +104.8% | -40.7% | +27.4% |
| 10Y | +170.4% | +7.2% | +163.1% | +55.6% |
| All | +639.0% | +1,608.3% | -969.3% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling