-100.0%
SHFS vs VOO
+84.0%
-184.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.2% | -5.3% |
| 7D | -45.7% | +0.1% | -45.7% | -45.7% |
| 30D | -94.2% | -3.3% | -90.9% | -94.0% |
| 3M | -98.8% | -2.4% | -96.4% | -98.8% |
| 6M | -99.5% | +2.6% | -102.1% | -99.6% |
| YTD | -99.8% | +11.3% | -111.1% | -99.8% |
| 1Y | -99.9% | +13.4% | -113.4% | -99.9% |
| 3Y | -100.0% | +80.3% | -180.3% | -100.0% |
| 5Y | -100.0% | +72.7% | -172.7% | -100.0% |
| All | -100.0% | +84.0% | -184.0% | -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