+168.4%
SHG vs SPY
+312.5%
-144.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | +0.4% | -0.4% | +0.7% | +0.7% |
| 30D | +10.4% | -1.4% | +11.7% | +11.8% |
| 3M | +23.8% | +3.7% | +20.1% | +20.2% |
| 6M | +32.7% | +13.0% | +19.7% | +19.5% |
| YTD | +52.4% | +12.4% | +40.0% | +37.8% |
| 1Y | +72.5% | +18.5% | +53.9% | +48.9% |
| 3Y | +237.1% | +77.6% | +159.4% | +103.9% |
| 5Y | +196.7% | +81.7% | +115.0% | +74.0% |
| 10Y | +168.4% | +319.7% | -151.3% | -30.2% |
| All | +168.4% | +312.5% | -144.2% | -30.2% |
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