+259.2%
SHOC vs VT
+103.3%
+155.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +0.1% |
| 7D | -5.1% | +0.4% | -5.4% | -5.3% |
| 30D | -20.6% | -2.6% | -18.0% | -15.6% |
| 3M | -18.9% | -3.2% | -15.7% | -12.5% |
| 6M | -17.2% | +0.9% | -18.2% | -16.4% |
| YTD | +28.2% | +11.3% | +16.9% | +8.3% |
| 1Y | +32.1% | +14.0% | +18.1% | +7.1% |
| 3Y | +175.1% | +75.8% | +99.3% | +7.4% |
| All | +259.2% | +103.3% | +155.9% | +9.6% |
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 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