+16.2%
SHO vs VT
+57.5%
-41.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | -0.5% | -0.1% | -0.3% | -0.3% |
| 30D | +13.0% | -3.1% | +16.1% | +17.1% |
| 3M | +19.3% | -3.5% | +22.8% | +24.0% |
| 6M | +23.8% | +0.5% | +23.3% | +22.0% |
| YTD | +46.7% | +10.8% | +35.9% | +28.0% |
| 1Y | +34.3% | +11.9% | +22.4% | +15.7% |
| 3Y | +47.6% | +73.0% | -25.4% | -26.2% |
| 5Y | +16.2% | +58.6% | -42.5% | -32.6% |
| All | +16.2% | +57.5% | -41.4% | -32.6% |
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