+110.8%
VSH vs SPG
+22.2%
+88.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -0.8% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -11.1% | -4.9% | -6.2% | -11.8% |
| 3M | -44.9% | +3.3% | -48.2% | -46.7% |
| 6M | +90.0% | +11.2% | +78.7% | +76.7% |
| YTD | +118.8% | +17.1% | +101.7% | +98.3% |
| All | +110.8% | +22.2% | +88.5% | +87.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling