-100.0%
SHFS vs SPY
+67.4%
-167.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | -58.1% | -2.7% | -55.4% | -57.2% |
| 30D | -95.8% | -5.4% | -90.4% | -95.6% |
| 3M | -98.8% | -4.1% | -94.7% | -98.7% |
| 6M | -99.7% | +0.7% | -100.4% | -99.7% |
| YTD | -99.8% | +8.7% | -108.5% | -99.8% |
| 1Y | -99.9% | +10.9% | -110.8% | -99.9% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| All | -100.0% | +67.4% | -167.4% | -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