-100.0%
SHFS vs VOO
+83.4%
-183.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -36.0% | -0.3% | -35.7% | -35.8% |
| 7D | -61.9% | -0.6% | -61.3% | -61.7% |
| 30D | -96.3% | -3.6% | -92.6% | -96.2% |
| 3M | -99.3% | -2.7% | -96.5% | -99.3% |
| 6M | -99.7% | +2.2% | -102.0% | -99.7% |
| YTD | -99.9% | +10.9% | -110.8% | -99.9% |
| 1Y | -99.9% | +11.3% | -111.3% | -99.9% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| 5Y | -100.0% | +73.5% | -173.5% | -100.0% |
| All | -100.0% | +83.4% | -183.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 10y: compounded portfolio wealth divided by compounded VOO 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…
10y analysis · Full analysis span regression · 6 months rolling