-59.2%
SHEN vs VOO
+81.6%
-140.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -1.9% |
| 7D | -5.6% | -0.4% | -5.3% | -5.4% |
| 30D | -10.4% | -1.4% | -9.1% | -9.5% |
| 3M | -26.8% | +3.7% | -30.5% | -28.7% |
| 6M | -17.8% | +13.0% | -30.9% | -25.1% |
| YTD | +3.1% | +12.4% | -9.3% | -5.7% |
| 1Y | -11.7% | +18.6% | -30.3% | -22.4% |
| 3Y | -41.6% | +78.1% | -119.7% | -63.0% |
| 5Y | -59.2% | +82.3% | -141.4% | -75.6% |
| All | -59.2% | +81.6% | -140.7% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling