+32.3%
VSH vs SPYG
+96.8%
-64.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | 0.0% |
| 7D | +2.8% | -1.8% | +4.6% | +5.7% |
| 30D | -6.0% | -1.9% | -4.1% | -3.1% |
| 3M | -42.6% | +5.2% | -47.8% | -45.5% |
| 6M | +82.1% | +15.6% | +66.5% | +54.5% |
| YTD | +117.5% | +12.4% | +105.1% | +91.3% |
| 1Y | +109.0% | +17.5% | +91.6% | +74.6% |
| All | +32.3% | +96.8% | -64.4% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling