-24.6%
SHEN vs SPY
+318.9%
-343.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | -4.5% | -2.0% | -2.6% | -2.9% |
| 30D | -10.4% | -1.7% | -8.7% | -9.1% |
| 3M | -26.0% | +4.7% | -30.7% | -28.9% |
| 6M | -18.5% | +12.5% | -31.0% | -26.5% |
| YTD | +3.6% | +11.7% | -8.1% | -6.1% |
| 1Y | -8.8% | +17.5% | -26.3% | -20.8% |
| 3Y | -41.4% | +76.6% | -117.9% | -64.9% |
| 5Y | -58.1% | +82.0% | -140.1% | -75.8% |
| All | -24.6% | +318.9% | -343.4% | -79.8% |
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