-100.0%
SHPH vs VT
+98.0%
-198.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.1% | +0.4% | -1.6% | -1.4% |
| 30D | -23.9% | +1.0% | -24.9% | -24.2% |
| 3M | -29.0% | +2.4% | -31.4% | -30.0% |
| 6M | -62.2% | +12.0% | -74.2% | -64.8% |
| YTD | -80.6% | +15.3% | -95.9% | -82.1% |
| 1Y | -89.7% | +22.6% | -112.3% | -90.8% |
| 3Y | -99.8% | +74.7% | -174.4% | -99.8% |
| All | -100.0% | +98.0% | -198.0% | -100.0% |
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