+48.1%
SHO vs VT
+345.0%
-296.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.1% | -1.0% | +1.1% |
| 7D | -4.6% | -4.2% | -0.4% | +1.8% |
| 30D | +10.1% | -5.8% | +15.9% | +20.5% |
| 3M | +6.6% | -5.2% | +11.8% | +15.3% |
| 6M | +25.2% | +0.1% | +25.1% | +23.3% |
| YTD | +41.8% | +8.2% | +33.5% | +23.0% |
| 1Y | +40.8% | +10.1% | +30.7% | +18.8% |
| 3Y | +40.6% | +69.7% | -29.1% | -39.9% |
| 5Y | +7.0% | +53.4% | -46.4% | -46.3% |
| 10Y | +38.0% | +219.2% | -181.3% | -80.0% |
| All | +48.1% | +345.0% | -296.9% | -87.0% |
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