+26.5%
SHO vs SPY
+307.0%
-280.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +2.2% | +2.6% | -0.4% | -0.7% |
| 30D | +11.1% | -2.0% | +13.1% | +13.5% |
| 3M | +18.4% | -2.8% | +21.2% | +21.8% |
| 6M | +26.9% | +2.1% | +24.7% | +23.2% |
| YTD | +46.8% | +11.5% | +35.3% | +29.1% |
| 1Y | +40.6% | +13.5% | +27.1% | +21.2% |
| 3Y | +48.7% | +77.7% | -29.0% | -22.6% |
| 5Y | +17.2% | +72.6% | -55.4% | -36.6% |
| All | +26.5% | +307.0% | -280.5% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling