-36.2%
SHC vs VT
+94.1%
-130.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.6% |
| 7D | -11.8% | -2.3% | -9.5% | -9.2% |
| 30D | -10.6% | -5.0% | -5.6% | -4.8% |
| 3M | -15.3% | -4.9% | -10.5% | -10.1% |
| 6M | +1.3% | -1.5% | +2.9% | +2.5% |
| YTD | -9.2% | +8.5% | -17.7% | -19.0% |
| 1Y | 0.0% | +11.4% | -11.4% | -13.7% |
| 3Y | +19.6% | +70.1% | -50.5% | -41.7% |
| 5Y | -40.6% | +53.7% | -94.3% | -67.5% |
| All | -36.2% | +94.1% | -130.3% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling