+279.8%
SHNY vs SPY
+77.0%
+202.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -6.4% | -0.8% | -5.7% | -5.9% |
| 30D | -7.8% | -1.1% | -6.8% | -7.0% |
| 3M | -0.2% | +3.9% | -4.1% | -2.3% |
| 6M | -52.6% | +13.6% | -66.2% | -55.2% |
| YTD | -28.8% | +12.7% | -41.4% | -32.5% |
| 1Y | +5.4% | +17.5% | -12.1% | -1.1% |
| 3Y | +279.8% | +76.9% | +202.9% | +231.9% |
| All | +279.8% | +77.0% | +202.9% | +231.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling