+36.2%
SHM vs VT
+374.2%
-338.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.2% | +0.4% | -0.7% | -0.2% |
| 30D | -0.1% | +1.0% | -1.0% | -0.1% |
| 3M | 0.0% | +2.4% | -2.4% | 0.0% |
| 6M | 0.0% | +12.0% | -12.0% | -0.1% |
| YTD | +0.9% | +15.3% | -14.5% | +0.7% |
| 1Y | +1.3% | +22.6% | -21.3% | +1.1% |
| 3Y | +8.9% | +74.7% | -65.8% | +8.3% |
| 5Y | +4.8% | +66.1% | -61.3% | +4.3% |
| 10Y | +13.1% | +225.0% | -211.9% | +12.3% |
| All | +36.2% | +374.2% | -338.0% | +38.9% |
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