+1,344.0%
SHOO vs VT
+363.9%
+980.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +5.0% |
| 7D | +10.1% | -0.3% | +10.4% | +10.5% |
| 30D | +2.8% | -1.4% | +4.3% | +4.5% |
| 3M | -3.4% | -1.4% | -2.0% | -1.8% |
| 6M | +30.3% | +5.5% | +24.8% | +24.0% |
| YTD | +14.6% | +12.8% | +1.8% | +2.4% |
| 1Y | +46.1% | +15.4% | +30.6% | +27.6% |
| 3Y | +44.9% | +76.9% | -32.0% | -15.5% |
| 5Y | +5.7% | +60.4% | -54.7% | -31.3% |
| 10Y | +130.4% | +232.8% | -102.3% | -20.2% |
| All | +1,344.0% | +363.9% | +980.1% | +281.0% |
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