-90.8%
SH vs SPY
+775.6%
-866.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | 0.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.1% |
| 30D | +4.0% | -3.7% | +7.7% | +0.6% |
| 3M | +4.1% | -2.7% | +6.9% | +1.8% |
| 6M | +0.3% | +2.2% | -1.9% | +3.5% |
| YTD | -6.0% | +10.8% | -16.8% | +5.8% |
| 1Y | -5.6% | +11.2% | -16.9% | +6.8% |
| 3Y | -32.6% | +76.5% | -109.1% | +26.8% |
| 5Y | -29.3% | +72.9% | -102.2% | +41.0% |
| 10Y | -73.0% | +304.8% | -377.8% | +49.1% |
| All | -90.8% | +775.6% | -866.4% | +63.4% |
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