-25.9%
SHC vs SPY
+131.7%
-157.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | -0.5% | +0.5% | -1.0% | -1.1% |
| 30D | -1.4% | -0.9% | -0.5% | -0.3% |
| 3M | +17.2% | +3.9% | +13.3% | +11.9% |
| 6M | +26.8% | +14.5% | +12.3% | +8.0% |
| YTD | +5.4% | +12.9% | -7.5% | -8.8% |
| 1Y | +16.8% | +19.4% | -2.5% | -5.3% |
| 3Y | +29.1% | +78.5% | -49.4% | -36.7% |
| 5Y | -26.2% | +81.8% | -108.0% | -65.3% |
| All | -25.9% | +131.7% | -157.7% | -73.4% |
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 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