-99.9%
SHFS vs VT
+73.3%
-173.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -0.6% | +0.4% | -1.1% | -0.9% |
| 30D | -15.0% | +1.0% | -15.9% | -15.6% |
| 3M | -63.0% | +2.4% | -65.4% | -63.7% |
| 6M | -81.3% | +12.0% | -93.3% | -82.7% |
| YTD | -85.0% | +15.3% | -100.3% | -86.4% |
| 1Y | -95.8% | +22.6% | -118.4% | -96.4% |
| 3Y | -98.2% | +74.7% | -172.8% | -98.7% |
| 5Y | -99.9% | +66.1% | -166.1% | -100.0% |
| All | -99.9% | +73.3% | -173.2% | -100.0% |
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