-100.0%
SHFS vs SPY
+78.6%
-178.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -4.4% | -11.2% | -12.9% |
| 7D | -65.4% | -4.7% | -60.7% | -64.2% |
| 30D | -96.1% | -5.9% | -90.2% | -96.0% |
| 3M | -98.8% | -4.5% | -94.3% | -98.8% |
| 6M | -99.7% | +1.8% | -101.5% | -99.7% |
| YTD | -99.8% | +8.3% | -108.1% | -99.8% |
| 1Y | -99.9% | +9.3% | -109.3% | -99.9% |
| 3Y | -100.0% | +74.9% | -174.8% | -100.0% |
| 5Y | -100.0% | +67.3% | -167.3% | -100.0% |
| All | -100.0% | +78.6% | -178.6% | -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 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