-92.3%
SFHG vs SPY
+33.7%
-126.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -14.2% | +0.5% | -14.8% | -14.3% |
| 30D | -11.3% | -0.9% | -10.3% | -11.1% |
| 3M | -10.5% | +3.9% | -14.4% | -11.1% |
| 6M | -22.9% | +14.5% | -37.5% | -25.0% |
| YTD | -44.2% | +12.9% | -57.1% | -45.5% |
| 1Y | -46.5% | +19.4% | -65.9% | -48.2% |
| All | -92.3% | +33.7% | -126.0% | -89.7% |
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 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