+94.0%
SHOO vs VT
+219.2%
-125.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.6% | +5.9% | +5.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.0% |
| 30D | -3.3% | -2.6% | -0.7% | +1.0% |
| 3M | -11.4% | -3.2% | -8.1% | -6.6% |
| 6M | +6.5% | +0.9% | +5.6% | +6.5% |
| YTD | +4.5% | +11.3% | -6.8% | -6.9% |
| 1Y | +14.5% | +14.0% | +0.5% | -1.1% |
| 3Y | +37.0% | +75.8% | -38.9% | -29.0% |
| 5Y | -4.9% | +57.8% | -62.8% | -43.4% |
| All | +94.0% | +219.2% | -125.2% | -40.2% |
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