-24.7%
SHC vs SPY
+133.0%
-157.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | +5.1% | +0.1% | +5.1% | +5.0% |
| 3M | +21.4% | +2.0% | +19.4% | +18.4% |
| 6M | +19.9% | +13.0% | +6.9% | +3.8% |
| YTD | +7.1% | +13.5% | -6.4% | -7.9% |
| 1Y | +21.9% | +20.0% | +2.0% | -1.8% |
| 3Y | +18.1% | +77.2% | -59.1% | -41.5% |
| 5Y | -27.0% | +81.9% | -108.8% | -65.6% |
| All | -24.7% | +133.0% | -157.7% | -73.1% |
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