+278.9%
SHNY vs SPY
+100.1%
+178.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -6.4% | -0.8% | -5.7% | -6.0% |
| 30D | -7.8% | -1.1% | -6.8% | -7.2% |
| 3M | -0.2% | +3.9% | -4.1% | -1.9% |
| 6M | -52.6% | +13.6% | -66.2% | -54.7% |
| YTD | -28.8% | +12.7% | -41.4% | -31.8% |
| 1Y | +5.4% | +17.5% | -12.1% | +0.2% |
| 3Y | +279.8% | +76.9% | +202.9% | +251.5% |
| All | +278.9% | +100.1% | +178.8% | +305.7% |
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 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