+63.4%
VSH vs SNY
+2.7%
+60.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.7% | -9.8% | -3.2% |
| 7D | -13.6% | +12.4% | -26.0% | -9.7% |
| 30D | -30.4% | +20.1% | -50.5% | -25.8% |
| 3M | -33.3% | +11.2% | -44.5% | -29.9% |
| 6M | -15.1% | +9.5% | -24.6% | -11.0% |
| YTD | +80.2% | +3.4% | +76.8% | +91.7% |
| 1Y | +63.4% | +2.0% | +61.3% | +74.2% |
| All | +63.4% | +2.7% | +60.6% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling