+271.3%
SHOC vs SPY
+112.3%
+159.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | 0.0% |
| 7D | +12.7% | +3.3% | +9.4% | +6.2% |
| 30D | -15.4% | -2.7% | -12.7% | -10.1% |
| 3M | -16.6% | -1.7% | -14.9% | -12.9% |
| 6M | -13.9% | +3.1% | -17.0% | -16.6% |
| YTD | +32.5% | +11.9% | +20.6% | +11.9% |
| 1Y | +33.6% | +12.0% | +21.7% | +13.0% |
| 3Y | +174.0% | +78.2% | +95.8% | +10.5% |
| All | +271.3% | +112.3% | +159.0% | +13.9% |
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 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