+243.5%
SHE vs SPY
+347.4%
-103.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | -0.4% | -0.6% | +0.2% | +0.2% |
| 30D | -4.4% | -3.7% | -0.7% | -0.9% |
| 3M | -4.7% | -2.7% | -1.9% | -2.0% |
| 6M | +1.3% | +2.2% | -0.9% | -0.7% |
| YTD | +16.0% | +10.8% | +5.1% | +5.2% |
| 1Y | +17.4% | +11.2% | +6.1% | +6.1% |
| 3Y | +79.1% | +76.5% | +2.6% | +3.0% |
| 5Y | +52.7% | +72.9% | -20.2% | -10.4% |
| 10Y | +212.7% | +304.8% | -92.1% | -16.0% |
| All | +243.5% | +347.4% | -103.9% | -15.6% |
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