+545.9%
VSH vs SPG
+5,961.7%
-5,415.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -1.6% | +5.6% | -7.2% | -3.9% |
| 30D | -21.3% | +17.6% | -38.9% | -27.0% |
| 3M | -18.9% | +7.5% | -26.4% | -21.9% |
| 6M | -21.4% | +18.5% | -40.0% | -28.4% |
| YTD | +86.8% | +30.9% | +55.9% | +62.4% |
| 1Y | +85.8% | +34.1% | +51.6% | +59.7% |
| 3Y | +30.1% | +135.5% | -105.4% | -11.8% |
| 5Y | +42.8% | +86.5% | -43.7% | +5.8% |
| 10Y | +121.2% | +116.1% | +5.1% | +34.0% |
| All | +545.9% | +5,961.7% | -5,415.8% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling