+463.2%
SHG vs SPY
+1,021.3%
-558.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.6% |
| 7D | -0.8% | -0.9% | +0.1% | +0.1% |
| 30D | -14.2% | -2.4% | -11.9% | -11.8% |
| 3M | -11.8% | -1.2% | -10.6% | -10.5% |
| 6M | -3.2% | +3.3% | -6.5% | -6.8% |
| YTD | +20.3% | +12.3% | +8.0% | +4.8% |
| 1Y | +20.1% | +12.4% | +7.7% | +4.4% |
| 3Y | +163.2% | +78.8% | +84.3% | +28.5% |
| 5Y | +146.7% | +75.2% | +71.5% | +19.9% |
| 10Y | +100.2% | +311.1% | -210.9% | -70.4% |
| All | +463.2% | +1,021.3% | -558.1% | -72.2% |
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 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