-64.2%
SHIM vs VT
+66.6%
-130.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -0.4% |
| 7D | -10.9% | -4.2% | -6.7% | -7.3% |
| 30D | -28.0% | -5.8% | -22.2% | -23.9% |
| 3M | -45.2% | -5.2% | -40.0% | -42.3% |
| 6M | -56.4% | +0.1% | -56.5% | -56.3% |
| YTD | -21.6% | +8.2% | -29.8% | -26.3% |
| 1Y | +2.2% | +10.1% | -7.9% | -5.1% |
| All | -64.2% | +66.6% | -130.8% | -71.6% |
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