-91.1%
SH vs SPY
+797.0%
-888.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.2% |
| 30D | +0.5% | +0.1% | +0.5% | +0.6% |
| 3M | -0.6% | +2.0% | -2.6% | +1.8% |
| 6M | -9.3% | +13.0% | -22.3% | +3.4% |
| YTD | -8.9% | +13.5% | -22.5% | +4.5% |
| 1Y | -12.1% | +20.0% | -32.1% | +7.0% |
| 3Y | -32.4% | +77.2% | -109.6% | +27.6% |
| 5Y | -33.6% | +81.9% | -115.4% | +39.0% |
| 10Y | -73.9% | +314.1% | -387.9% | +47.4% |
| All | -91.1% | +797.0% | -888.1% | +61.4% |
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