-55.3%
SHMD vs VT
+48.7%
-103.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -4.1% | -11.5% | -9.5% |
| 7D | -26.9% | -4.2% | -22.8% | -21.5% |
| 30D | -51.0% | -5.8% | -45.2% | -45.8% |
| 3M | -51.1% | -5.2% | -45.9% | -46.5% |
| 6M | -59.0% | +0.1% | -59.1% | -57.2% |
| YTD | -65.0% | +8.2% | -73.2% | -65.5% |
| 1Y | -56.4% | +10.1% | -66.5% | -57.3% |
| All | -55.3% | +48.7% | -103.9% | -49.4% |
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