+160.9%
SHOC vs SPY
+75.1%
+85.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +2.9% |
| 7D | -12.6% | -2.7% | -9.9% | -7.3% |
| 30D | -27.4% | -5.4% | -22.0% | -18.2% |
| 3M | -21.8% | -4.1% | -17.7% | -14.2% |
| 6M | -19.1% | +0.7% | -19.8% | -18.0% |
| YTD | +21.7% | +8.7% | +13.1% | +7.7% |
| 1Y | +24.1% | +10.9% | +13.2% | +6.1% |
| 3Y | +160.9% | +75.0% | +85.9% | -4.2% |
| All | +160.9% | +75.1% | +85.8% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling