-91.3%
SFHG vs SPY
+32.3%
-123.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +11.6% | -2.0% | +13.6% | +11.9% |
| 30D | -1.7% | -1.7% | -0.1% | -1.5% |
| 3M | -10.5% | +4.7% | -15.2% | -11.2% |
| 6M | -9.8% | +12.5% | -22.3% | -11.9% |
| YTD | -37.1% | +11.7% | -48.9% | -38.5% |
| 1Y | -38.9% | +17.5% | -56.4% | -40.7% |
| All | -91.3% | +32.3% | -123.6% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling