+88.4%
SHOO vs VT
+214.8%
-126.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -4.1% | -12.9% | -11.8% |
| 7D | -13.2% | -4.2% | -9.0% | -7.5% |
| 30D | -14.4% | -5.8% | -8.6% | -6.9% |
| 3M | -20.1% | -5.2% | -14.9% | -13.6% |
| 6M | +4.5% | +0.1% | +4.4% | +5.6% |
| YTD | -4.8% | +8.2% | -13.1% | -12.3% |
| 1Y | +6.7% | +10.1% | -3.4% | -3.8% |
| 3Y | +20.3% | +69.7% | -49.4% | -34.9% |
| 5Y | -12.2% | +53.4% | -65.5% | -45.8% |
| All | +88.4% | +214.8% | -126.4% | -38.4% |
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