+1,124.5%
SHEN vs SPY
+789.5%
+335.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +3.4% |
| 7D | +2.9% | +0.1% | +2.8% | +3.1% |
| 30D | -0.8% | -3.3% | +2.6% | +2.7% |
| 3M | -23.4% | -2.4% | -20.9% | -21.4% |
| 6M | -36.1% | +2.6% | -38.6% | -38.0% |
| YTD | -10.6% | +11.2% | -21.9% | -20.6% |
| 1Y | -5.2% | +13.4% | -18.6% | -17.4% |
| 3Y | -55.6% | +79.9% | -135.5% | -76.7% |
| 5Y | -62.5% | +72.2% | -134.7% | -79.7% |
| 10Y | -30.4% | +307.3% | -337.7% | -85.7% |
| All | +1,124.5% | +789.5% | +335.0% | +17.5% |
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