-74.3%
SHLS vs VT
+84.7%
-159.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.4% | +11.4% |
| 7D | +13.3% | -1.6% | +14.9% | +16.9% |
| 30D | +2.0% | -2.5% | +4.5% | +7.5% |
| 3M | -9.6% | -1.3% | -8.3% | -6.4% |
| 6M | +3.8% | +3.1% | +0.7% | +2.4% |
| YTD | -0.4% | +10.9% | -11.3% | -13.1% |
| 1Y | -18.1% | +12.1% | -30.1% | -29.0% |
| 3Y | -46.6% | +73.9% | -120.5% | -79.4% |
| 5Y | -73.4% | +58.0% | -131.4% | -85.9% |
| All | -74.3% | +84.7% | -159.0% | -90.7% |
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