-100.0%
SHPH vs VOO
+100.5%
-200.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +1.4% | -2.0% | +3.4% | +2.5% |
| 30D | -18.1% | -1.7% | -16.4% | -17.3% |
| 3M | -27.8% | +4.7% | -32.6% | -30.1% |
| 6M | -60.1% | +12.6% | -72.7% | -63.2% |
| YTD | -80.4% | +11.8% | -92.1% | -81.9% |
| 1Y | -89.8% | +17.5% | -107.3% | -90.8% |
| 3Y | -99.7% | +77.0% | -176.7% | -99.8% |
| All | -100.0% | +100.5% | -200.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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