+229.5%
SHOC vs VT
+97.7%
+131.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.1% | -7.7% | -3.7% |
| 7D | -21.2% | -4.2% | -17.0% | -13.8% |
| 30D | -30.2% | -5.8% | -24.4% | -20.8% |
| 3M | -24.1% | -5.2% | -18.9% | -14.7% |
| 6M | -17.9% | +0.1% | -18.1% | -15.5% |
| YTD | +17.6% | +8.2% | +9.4% | +5.0% |
| 1Y | +17.0% | +10.1% | +6.9% | +1.5% |
| 3Y | +150.9% | +69.7% | +81.2% | +4.8% |
| All | +229.5% | +97.7% | +131.8% | +6.3% |
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