+66.8%
VSH vs SPYG
+561.6%
-494.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.4% |
| 7D | +6.2% | +1.2% | +5.0% | +4.6% |
| 30D | -11.1% | -1.6% | -9.6% | -9.3% |
| 3M | -44.9% | +3.4% | -48.3% | -46.1% |
| 6M | +90.0% | +18.9% | +71.1% | +58.6% |
| YTD | +118.8% | +13.8% | +105.0% | +92.8% |
| 1Y | +109.0% | +20.6% | +88.4% | +72.7% |
| 3Y | +35.6% | +100.5% | -64.9% | -38.6% |
| 5Y | +66.7% | +84.6% | -17.9% | -18.8% |
| 10Y | +167.9% | +410.8% | -242.9% | -62.7% |
| All | +66.8% | +561.6% | -494.8% | -87.1% |
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