+255.6%
SHOC vs SPY
+110.3%
+145.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.3% |
| 7D | -8.0% | -0.6% | -7.4% | -6.6% |
| 30D | -21.4% | -3.7% | -17.7% | -14.9% |
| 3M | -18.0% | -2.7% | -15.2% | -12.7% |
| 6M | -18.0% | +2.2% | -20.2% | -19.3% |
| YTD | +26.9% | +10.8% | +16.1% | +9.0% |
| 1Y | +26.3% | +11.2% | +15.1% | +8.2% |
| 3Y | +162.4% | +76.5% | +85.9% | +7.7% |
| All | +255.6% | +110.3% | +145.3% | +10.9% |
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 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