-55.6%
SHEN vs SPY
+78.0%
-133.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +4.4% |
| 7D | +2.9% | +0.1% | +2.8% | +3.1% |
| 30D | -0.8% | -3.3% | +2.6% | +1.1% |
| 3M | -23.4% | -2.4% | -20.9% | -22.3% |
| 6M | -36.1% | +2.6% | -38.6% | -37.0% |
| YTD | -10.6% | +11.2% | -21.9% | -16.1% |
| 1Y | -5.2% | +13.4% | -18.6% | -12.0% |
| 3Y | -55.6% | +79.9% | -135.5% | -72.6% |
| All | -55.6% | +78.0% | -133.6% | -72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling