+31.8%
SHO vs VT
+223.7%
-191.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -1.9% |
| 7D | -1.6% | +0.4% | -1.9% | -2.0% |
| 30D | +11.9% | -2.6% | +14.5% | +15.4% |
| 3M | +15.2% | -3.2% | +18.4% | +19.5% |
| 6M | +22.6% | +0.9% | +21.7% | +20.2% |
| YTD | +45.3% | +11.3% | +34.0% | +26.2% |
| 1Y | +38.8% | +14.0% | +24.8% | +17.1% |
| 3Y | +48.9% | +75.8% | -26.9% | -25.6% |
| 5Y | +13.1% | +57.8% | -44.7% | -34.8% |
| 10Y | +31.8% | +219.8% | -188.0% | -60.8% |
| All | +31.8% | +223.7% | -191.9% | -60.8% |
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