+204.9%
SHG vs SPY
+81.8%
+123.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +2.0% |
| 7D | +4.5% | +0.5% | +4.0% | +4.1% |
| 30D | +10.2% | -0.9% | +11.1% | +11.1% |
| 3M | +30.7% | +3.9% | +26.8% | +27.0% |
| 6M | +39.9% | +14.5% | +25.3% | +25.7% |
| YTD | +55.8% | +12.9% | +42.9% | +41.5% |
| 1Y | +77.8% | +19.4% | +58.4% | +54.5% |
| 3Y | +244.6% | +78.5% | +166.2% | +118.6% |
| 5Y | +204.9% | +81.8% | +123.2% | +88.9% |
| All | +204.9% | +81.8% | +123.2% | +88.9% |
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