+11.3%
SHOE vs SPY
+322.5%
-311.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.4% |
| 7D | -9.7% | -0.8% | -8.9% | -8.6% |
| 30D | -17.8% | -1.1% | -16.8% | -16.6% |
| 3M | -26.2% | +3.9% | -30.1% | -30.2% |
| 6M | -28.8% | +13.6% | -42.5% | -40.1% |
| YTD | -22.4% | +12.7% | -35.1% | -34.1% |
| 1Y | -44.5% | +17.5% | -62.0% | -55.5% |
| 3Y | -34.5% | +76.9% | -111.4% | -69.6% |
| 5Y | -59.3% | +83.6% | -142.9% | -81.9% |
| All | +11.3% | +322.5% | -311.2% | -83.5% |
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