+307.7%
SHBI vs SPY
+958.3%
-650.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.4% |
| 7D | +2.6% | +0.5% | +2.0% | +2.1% |
| 30D | -2.1% | -0.9% | -1.2% | -1.3% |
| 3M | +9.1% | +3.9% | +5.3% | +5.2% |
| 6M | +30.6% | +14.5% | +16.1% | +15.5% |
| YTD | +33.7% | +12.9% | +20.8% | +19.7% |
| 1Y | +40.1% | +19.4% | +20.7% | +19.4% |
| 3Y | +135.0% | +78.5% | +56.6% | +41.5% |
| 5Y | +54.2% | +81.8% | -27.5% | -11.0% |
| 10Y | +159.1% | +311.5% | -152.5% | -23.5% |
| All | +307.7% | +958.3% | -650.6% | -47.6% |
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