+335.1%
SHOC vs SPY
+113.2%
+221.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +1.0% |
| 7D | +4.1% | -0.4% | +4.5% | +4.8% |
| 30D | +0.4% | -1.4% | +1.8% | +3.0% |
| 3M | -2.8% | +3.7% | -6.5% | -8.2% |
| 6M | +42.9% | +13.0% | +29.9% | +16.7% |
| YTD | +55.3% | +12.4% | +42.9% | +28.5% |
| 1Y | +85.0% | +18.5% | +66.4% | +40.5% |
| 3Y | +217.8% | +77.6% | +140.1% | +27.4% |
| All | +335.1% | +113.2% | +221.8% | +30.8% |
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