-58.0%
SHEN vs SPY
+81.8%
-139.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -2.8% |
| 7D | -0.1% | +0.5% | -0.6% | -0.5% |
| 30D | -9.6% | -0.9% | -8.6% | -8.9% |
| 3M | -24.6% | +3.9% | -28.5% | -26.6% |
| 6M | -20.2% | +14.5% | -34.7% | -27.8% |
| YTD | +5.4% | +12.9% | -7.5% | -3.7% |
| 1Y | -9.7% | +19.4% | -29.0% | -20.7% |
| 3Y | -40.3% | +78.5% | -118.8% | -61.9% |
| 5Y | -58.0% | +81.8% | -139.7% | -74.7% |
| All | -58.0% | +81.8% | -139.8% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling