+259.7%
SHE vs SPY
+358.3%
-98.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | +1.8% | +2.0% | -0.2% | -0.1% |
| 6M | +19.4% | +13.0% | +6.4% | +6.2% |
| YTD | +21.4% | +13.5% | +7.9% | +7.5% |
| 1Y | +28.4% | +20.0% | +8.4% | +7.8% |
| 3Y | +84.8% | +77.2% | +7.6% | +5.8% |
| 5Y | +60.1% | +81.9% | -21.8% | -10.6% |
| 10Y | +226.0% | +314.1% | -88.0% | -14.3% |
| All | +259.7% | +358.3% | -98.7% | -13.7% |
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