+24.9%
VSH vs SPG
+74.6%
-49.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.2% |
| 7D | -12.9% | +4.9% | -17.8% | -15.5% |
| 30D | -36.9% | +15.6% | -52.5% | -42.6% |
| 3M | -28.8% | +4.1% | -32.8% | -30.9% |
| 6M | -30.3% | +13.6% | -43.9% | -37.6% |
| YTD | +62.4% | +27.5% | +34.8% | +33.2% |
| 1Y | +62.5% | +32.2% | +30.3% | +29.8% |
| 3Y | +7.4% | +126.0% | -118.6% | -37.9% |
| All | +24.9% | +74.6% | -49.7% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling