-100.0%
SHFS vs VT
+60.6%
-160.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +1.7% | -25.5% | -24.9% |
| 7D | -66.0% | -0.3% | -65.7% | -65.9% |
| 30D | -96.4% | -1.4% | -94.9% | -96.3% |
| 3M | -98.6% | -1.4% | -97.3% | -98.6% |
| 6M | -99.7% | +5.5% | -105.1% | -99.7% |
| YTD | -99.7% | +12.8% | -112.6% | -99.8% |
| 1Y | -99.9% | +15.4% | -115.3% | -99.9% |
| 3Y | -100.0% | +76.9% | -176.8% | -100.0% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| All | -100.0% | +60.6% | -160.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling