-95.8%
SHFS vs SPY
+20.8%
-116.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.8% |
| 30D | -15.0% | +0.1% | -15.0% | -15.1% |
| 3M | -63.0% | +2.0% | -65.0% | -63.8% |
| 6M | -81.3% | +13.0% | -94.3% | -84.5% |
| YTD | -85.0% | +13.5% | -98.5% | -87.7% |
| 1Y | -95.8% | +20.0% | -115.8% | -93.3% |
| All | -95.8% | +20.8% | -116.7% | -93.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling