+192.7%
VSH vs SNY
+64.5%
+128.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +4.8% | -3.3% | +8.1% | +6.0% |
| 30D | -0.7% | -2.2% | +1.5% | 0.0% |
| 3M | -43.1% | -3.0% | -40.0% | -42.9% |
| 6M | +91.8% | +2.7% | +89.0% | +87.4% |
| YTD | +131.6% | -6.8% | +138.5% | +134.8% |
| 1Y | +118.1% | -5.3% | +123.3% | +119.1% |
| 3Y | +40.9% | -9.8% | +50.7% | +41.1% |
| 5Y | +75.8% | +9.7% | +66.1% | +54.4% |
| All | +192.7% | +64.5% | +128.2% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling