-100.0%
SHFS vs SPY
+72.1%
-172.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.4% | -0.4% | +30.8% | +30.7% |
| 7D | +15.4% | +2.6% | +12.8% | +13.9% |
| 30D | -87.1% | -2.0% | -85.1% | -86.8% |
| 3M | -98.6% | -2.8% | -95.8% | -98.5% |
| 6M | -99.4% | +2.1% | -101.6% | -99.4% |
| YTD | -99.8% | +11.5% | -111.3% | -99.8% |
| 1Y | -99.8% | +13.5% | -113.3% | -99.8% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| All | -100.0% | +72.1% | -172.1% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling