-91.5%
SFHG vs SPY
+33.4%
-124.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -2.7% |
| 7D | +6.6% | -0.8% | +7.4% | +6.7% |
| 30D | -5.1% | -1.1% | -4.0% | -4.9% |
| 3M | -12.8% | +3.9% | -16.7% | -13.4% |
| 6M | -12.5% | +13.6% | -26.1% | -14.7% |
| YTD | -38.8% | +12.7% | -51.5% | -40.2% |
| 1Y | -42.6% | +17.5% | -60.1% | -44.3% |
| All | -91.5% | +33.4% | -124.9% | -88.7% |
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