+104.0%
SHG vs SPY
+304.1%
-200.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | +1.0% | -0.6% | +1.6% | +1.5% |
| 30D | -15.3% | -3.7% | -11.7% | -12.5% |
| 3M | -13.6% | -2.7% | -10.9% | -11.4% |
| 6M | -6.7% | +2.2% | -8.9% | -8.3% |
| YTD | +19.2% | +10.8% | +8.4% | +9.3% |
| 1Y | +16.9% | +11.2% | +5.7% | +6.8% |
| 3Y | +160.7% | +76.5% | +84.3% | +58.9% |
| 5Y | +142.2% | +72.9% | +69.3% | +48.9% |
| 10Y | +104.0% | +304.8% | -200.8% | -44.0% |
| All | +104.0% | +304.1% | -200.1% | -44.0% |
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