-99.7%
SHPH vs SPY
+78.7%
-178.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | -1.9% | +0.5% | -2.5% | -2.1% |
| 30D | -18.8% | -0.9% | -17.9% | -18.6% |
| 3M | -26.9% | +3.9% | -30.7% | -27.8% |
| 6M | -61.4% | +14.5% | -75.9% | -63.5% |
| YTD | -80.3% | +12.9% | -93.3% | -81.4% |
| 1Y | -89.4% | +19.4% | -108.8% | -90.1% |
| 3Y | -99.7% | +78.5% | -178.2% | -99.8% |
| All | -99.7% | +78.7% | -178.5% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling