+111.1%
VSH vs SPG
+113.9%
-2.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +14.3% | +2.0% | +12.4% | +13.5% |
| 30D | -7.9% | +17.2% | -25.1% | -14.2% |
| 3M | -19.9% | +6.3% | -26.2% | -22.3% |
| 6M | -30.5% | +18.7% | -49.2% | -36.4% |
| YTD | +85.7% | +30.1% | +55.6% | +62.4% |
| 1Y | +98.9% | +32.8% | +66.2% | +72.5% |
| 3Y | +32.1% | +133.6% | -101.5% | -8.3% |
| 5Y | +39.7% | +84.4% | -44.7% | +4.8% |
| All | +111.1% | +113.9% | -2.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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