+5,326.5%
SHOO vs SPY
+2,858.3%
+2,468.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.6% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -11.0% | +0.1% | -11.0% | -11.0% |
| 3M | -1.2% | +2.0% | -3.2% | -3.0% |
| 6M | +22.3% | +13.0% | +9.2% | +9.4% |
| YTD | +6.0% | +13.5% | -7.5% | -5.3% |
| 1Y | +48.3% | +20.0% | +28.3% | +25.8% |
| 3Y | +33.4% | +77.2% | -43.8% | -20.6% |
| 5Y | +23.2% | +81.9% | -58.7% | -27.6% |
| 10Y | +120.3% | +314.1% | -193.8% | -36.2% |
| All | +5,326.5% | +2,858.3% | +2,468.2% | +386.2% |
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 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