-73.2%
SH vs SPY
+315.0%
-388.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | +0.1% |
| 7D | -0.2% | +0.1% | -0.3% | +0.1% |
| 30D | +3.6% | -3.3% | +7.0% | +0.6% |
| 3M | +3.7% | -2.4% | +6.1% | +1.7% |
| 6M | -0.1% | +2.6% | -2.6% | +3.5% |
| YTD | -6.3% | +11.2% | -17.6% | +5.9% |
| 1Y | -7.4% | +13.4% | -20.8% | +7.0% |
| 3Y | -33.9% | +79.9% | -113.8% | +27.8% |
| 5Y | -28.9% | +72.2% | -101.1% | +42.1% |
| 10Y | -73.2% | +307.3% | -380.5% | +52.5% |
| All | -73.2% | +315.0% | -388.2% | +52.5% |
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