-73.4%
SH vs SPY
+311.8%
-385.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | +0.1% |
| 7D | +0.8% | -0.9% | +1.7% | +0.1% |
| 30D | +2.6% | -2.4% | +5.0% | +0.6% |
| 3M | +2.4% | -1.2% | +3.6% | +1.8% |
| 6M | -0.8% | +3.3% | -4.0% | +3.6% |
| YTD | -7.2% | +12.3% | -19.5% | +6.0% |
| 1Y | -6.6% | +12.4% | -19.1% | +7.0% |
| 3Y | -33.5% | +78.8% | -112.3% | +27.8% |
| 5Y | -30.1% | +75.2% | -105.3% | +42.2% |
| 10Y | -73.4% | +311.1% | -384.5% | +52.9% |
| All | -73.4% | +311.8% | -385.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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