-74.1%
SHLS vs VT
+57.9%
-132.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.4% | +11.4% |
| 7D | +13.3% | -1.6% | +14.9% | +16.8% |
| 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% | +2.5% |
| YTD | -0.4% | +10.9% | -11.3% | -12.8% |
| 1Y | -18.1% | +12.1% | -30.1% | -28.8% |
| 3Y | -46.6% | +73.9% | -120.5% | -79.0% |
| All | -74.1% | +57.9% | -132.0% | -85.3% |
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