-72.0%
SHLS vs VT
+60.6%
-132.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.7% | +6.4% | +5.0% |
| 7D | +21.2% | -0.3% | +21.5% | +22.1% |
| 30D | +12.4% | -1.4% | +13.8% | +16.2% |
| 3M | -0.7% | -1.4% | +0.7% | +3.2% |
| 6M | +10.8% | +5.5% | +5.3% | +5.1% |
| YTD | +7.8% | +12.8% | -5.1% | -8.5% |
| 1Y | -0.9% | +15.4% | -16.3% | -18.3% |
| 3Y | -42.2% | +76.9% | -119.1% | -78.0% |
| 5Y | -72.0% | +60.4% | -132.4% | -84.6% |
| All | -72.0% | +60.6% | -132.6% | -84.6% |
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 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