+4,832.1%
SHOO vs SPY
+2,731.2%
+2,100.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | -9.2% | -2.7% | -6.5% | -6.1% |
| 30D | -11.4% | -5.4% | -6.0% | -5.9% |
| 3M | -17.7% | -4.1% | -13.6% | -13.7% |
| 6M | -0.3% | +0.7% | -1.0% | 0.0% |
| YTD | -3.6% | +8.7% | -12.3% | -9.5% |
| 1Y | +5.1% | +10.9% | -5.8% | -3.3% |
| 3Y | +23.0% | +75.0% | -52.0% | -25.3% |
| 5Y | -11.0% | +67.8% | -78.8% | -43.1% |
| 10Y | +93.8% | +312.9% | -219.1% | -43.1% |
| All | +4,832.1% | +2,731.2% | +2,100.9% | +364.6% |
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