-90.6%
SH vs SPY
+758.5%
-849.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | 0.0% |
| 7D | +2.7% | -2.7% | +5.4% | +0.1% |
| 30D | +6.0% | -5.4% | +11.4% | +0.7% |
| 3M | +5.6% | -4.1% | +9.7% | +1.8% |
| 6M | +1.9% | +0.7% | +1.2% | +3.5% |
| YTD | -4.1% | +8.7% | -12.8% | +5.8% |
| 1Y | -5.2% | +10.9% | -16.1% | +6.9% |
| 3Y | -32.0% | +75.0% | -107.0% | +26.9% |
| 5Y | -27.2% | +67.8% | -94.9% | +40.9% |
| 10Y | -73.6% | +312.9% | -386.4% | +49.0% |
| All | -90.6% | +758.5% | -849.1% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling