-100.0%
SHPH vs SPY
+103.2%
-203.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -23.9% | +0.1% | -24.0% | -23.9% |
| 3M | -29.0% | +2.0% | -31.0% | -29.9% |
| 6M | -62.2% | +13.0% | -75.3% | -65.1% |
| YTD | -80.6% | +13.5% | -94.1% | -82.1% |
| 1Y | -89.7% | +20.0% | -109.7% | -90.8% |
| 3Y | -99.8% | +77.2% | -177.0% | -99.9% |
| All | -100.0% | +103.2% | -203.2% | -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