+466.4%
SHG vs SPY
+1,010.8%
-544.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | -0.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | -14.1% | -3.3% | -10.8% | -10.6% |
| 3M | -14.4% | -2.4% | -12.0% | -11.8% |
| 6M | -5.3% | +2.6% | -7.9% | -8.1% |
| YTD | +21.0% | +11.2% | +9.8% | +6.6% |
| 1Y | +21.9% | +13.4% | +8.5% | +4.9% |
| 3Y | +169.3% | +79.9% | +89.4% | +30.6% |
| 5Y | +146.9% | +72.2% | +74.7% | +22.5% |
| 10Y | +110.2% | +307.3% | -197.1% | -68.6% |
| All | +466.4% | +1,010.8% | -544.4% | -71.7% |
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 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