+358.2%
SHOE vs SPY
+2,947.4%
-2,589.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.4% |
| 7D | -10.0% | -2.0% | -8.1% | -8.0% |
| 30D | -22.1% | -1.7% | -20.4% | -20.6% |
| 3M | -25.4% | +4.7% | -30.1% | -29.2% |
| 6M | -34.4% | +12.5% | -46.9% | -42.1% |
| YTD | -25.0% | +11.7% | -36.8% | -33.5% |
| 1Y | -46.6% | +17.5% | -64.0% | -55.0% |
| 3Y | -37.4% | +76.6% | -113.9% | -65.3% |
| 5Y | -60.7% | +82.0% | -142.7% | -78.5% |
| 10Y | +7.0% | +317.1% | -310.1% | -72.7% |
| All | +358.2% | +2,947.4% | -2,589.3% | -71.5% |
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 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