+41.6%
VSH vs SPYG
+528.0%
-486.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.1% |
| 7D | +14.3% | +2.3% | +12.0% | +11.6% |
| 30D | -7.9% | -6.5% | -1.4% | +2.1% |
| 3M | -19.9% | -6.8% | -13.0% | -10.2% |
| 6M | -30.5% | -3.1% | -27.4% | -24.1% |
| YTD | +85.7% | +8.0% | +77.7% | +78.8% |
| 1Y | +98.9% | +10.2% | +88.7% | +87.1% |
| 3Y | +32.1% | +91.0% | -58.9% | -35.0% |
| 5Y | +39.7% | +67.7% | -28.1% | -21.3% |
| 10Y | +117.6% | +393.9% | -276.3% | -67.7% |
| All | +41.6% | +528.0% | -486.4% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling