+241.0%
SHOC vs VT
+98.2%
+142.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.0% |
| 7D | -12.6% | -2.3% | -10.3% | -8.0% |
| 30D | -27.4% | -5.0% | -22.4% | -19.0% |
| 3M | -21.8% | -4.9% | -17.0% | -12.8% |
| 6M | -19.1% | -1.5% | -17.5% | -14.0% |
| YTD | +21.7% | +8.5% | +13.2% | +8.2% |
| 1Y | +24.1% | +11.4% | +12.7% | +5.3% |
| 3Y | +160.9% | +70.1% | +90.8% | +8.5% |
| All | +241.0% | +98.2% | +142.8% | +9.5% |
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