+293.2%
SHNY vs VT
+88.6%
+204.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.4% |
| 7D | -0.9% | -0.1% | -0.8% | -0.7% |
| 30D | -2.8% | -0.7% | -2.1% | -1.9% |
| 3M | -1.0% | +4.0% | -5.0% | -3.9% |
| 6M | -49.6% | +12.3% | -61.9% | -53.5% |
| YTD | -26.1% | +14.0% | -40.1% | -31.9% |
| 1Y | +9.8% | +20.3% | -10.5% | -1.3% |
| 3Y | +295.5% | +75.4% | +220.1% | +212.6% |
| All | +293.2% | +88.6% | +204.6% | +240.7% |
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