-35.2%
SHC vs SPY
+127.4%
-162.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.6% |
| 7D | +1.5% | -0.6% | +2.1% | +2.1% |
| 30D | -9.9% | -3.7% | -6.2% | -6.0% |
| 3M | -14.2% | -2.7% | -11.5% | -11.6% |
| 6M | +3.1% | +2.2% | +0.9% | 0.0% |
| YTD | -7.8% | +10.8% | -18.6% | -18.6% |
| 1Y | +3.4% | +11.2% | -7.9% | -9.2% |
| 3Y | +25.6% | +76.5% | -50.8% | -37.7% |
| 5Y | -32.5% | +72.9% | -105.5% | -66.6% |
| All | -35.2% | +127.4% | -162.6% | -76.3% |
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 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