+331.2%
SHOC vs VT
+110.7%
+220.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +2.8% | +0.4% | +2.4% | +1.9% |
| 30D | -0.7% | +1.0% | -1.7% | -2.5% |
| 3M | -9.2% | +2.4% | -11.6% | -11.9% |
| 6M | +41.0% | +12.0% | +29.0% | +15.9% |
| YTD | +53.9% | +15.3% | +38.6% | +20.0% |
| 1Y | +88.8% | +22.6% | +66.2% | +32.2% |
| 3Y | +204.5% | +74.7% | +129.8% | +18.1% |
| All | +331.2% | +110.7% | +220.5% | +21.5% |
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 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