+579.3%
VSH vs SM
+1,360.8%
-781.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.6% | +3.2% | +7.6% |
| 7D | +12.8% | +0.3% | +12.4% | +12.8% |
| 30D | -9.0% | -17.3% | +8.3% | -5.7% |
| 3M | -12.2% | -3.6% | -8.6% | -12.2% |
| 6M | -15.9% | +2.9% | -18.8% | -18.2% |
| YTD | +103.2% | +70.2% | +33.0% | +75.1% |
| 1Y | +108.4% | +66.5% | +41.9% | +80.1% |
| 3Y | +41.6% | -8.2% | +49.8% | +36.3% |
| 5Y | +54.6% | -1.5% | +56.1% | +39.2% |
| 10Y | +138.2% | +11.9% | +126.3% | +35.1% |
| All | +579.3% | +1,360.8% | -781.5% | +99.4% |
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 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