+84.4%
SHO vs SPY
+926.7%
-842.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -1.8% |
| 7D | -1.5% | -0.9% | -0.6% | -0.3% |
| 30D | +12.0% | -2.4% | +14.3% | +15.9% |
| 3M | +21.4% | -1.2% | +22.5% | +23.0% |
| 6M | +26.7% | +3.3% | +23.4% | +18.9% |
| YTD | +47.0% | +12.3% | +34.7% | +20.5% |
| 1Y | +38.6% | +12.4% | +26.1% | +13.2% |
| 3Y | +47.9% | +78.8% | -30.9% | -43.6% |
| 5Y | +17.6% | +75.2% | -57.6% | -54.3% |
| 10Y | +29.9% | +311.1% | -281.2% | -89.5% |
| All | +84.4% | +926.7% | -842.3% | -96.0% |
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