-36.8%
SHC vs VT
+93.6%
-130.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | +1.9% |
| 7D | -15.1% | -4.2% | -11.0% | -10.5% |
| 30D | -13.0% | -5.8% | -7.2% | -6.4% |
| 3M | -11.7% | -5.2% | -6.5% | -5.8% |
| 6M | +3.5% | +0.1% | +3.4% | +2.5% |
| YTD | -10.0% | +8.2% | -18.3% | -19.5% |
| 1Y | +0.4% | +10.1% | -9.7% | -12.2% |
| 3Y | +20.1% | +69.7% | -49.5% | -41.2% |
| 5Y | -41.1% | +53.4% | -94.5% | -67.7% |
| All | -36.8% | +93.6% | -130.4% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling