+136.6%
VSH vs SNY
+241.5%
-104.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +3.1% | -3.6% | +6.7% | +5.1% |
| 30D | -5.7% | -1.9% | -3.8% | -4.9% |
| 3M | -42.5% | -2.0% | -40.5% | -42.7% |
| 6M | +82.7% | +2.5% | +80.1% | +76.8% |
| YTD | +118.2% | -7.0% | +125.2% | +122.3% |
| 1Y | +109.7% | -4.4% | +114.1% | +109.6% |
| 3Y | +35.3% | -8.4% | +43.7% | +32.4% |
| 5Y | +65.6% | +9.5% | +56.1% | +39.8% |
| 10Y | +176.8% | +64.3% | +112.5% | +76.0% |
| All | +136.6% | +241.5% | -104.9% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling