+40.9%
VSH vs SNY
-9.6%
+50.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +4.8% | -3.3% | +8.1% | +5.4% |
| 30D | -0.7% | -2.2% | +1.5% | -0.4% |
| 3M | -43.1% | -3.0% | -40.0% | -43.0% |
| 6M | +91.8% | +2.7% | +89.0% | +88.6% |
| YTD | +131.6% | -6.8% | +138.5% | +133.9% |
| 1Y | +118.1% | -5.3% | +123.3% | +118.8% |
| 3Y | +40.9% | -9.8% | +50.7% | +43.5% |
| All | +40.9% | -9.6% | +50.5% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling