+78.3%
SHG vs VT
+345.0%
-266.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | +1.9% |
| 7D | -4.1% | -4.2% | 0.0% | +0.8% |
| 30D | -18.9% | -5.8% | -13.1% | -13.0% |
| 3M | -12.7% | -5.2% | -7.5% | -6.8% |
| 6M | -7.0% | +0.1% | -7.1% | -7.1% |
| YTD | +17.8% | +8.2% | +9.6% | +7.4% |
| 1Y | +19.3% | +10.1% | +9.2% | +6.5% |
| 3Y | +155.7% | +69.7% | +86.1% | +36.4% |
| 5Y | +140.9% | +53.4% | +87.5% | +43.0% |
| 10Y | +101.0% | +219.2% | -118.2% | -53.2% |
| All | +78.3% | +345.0% | -266.7% | -72.1% |
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