-47.2%
SHPU vs SPY
+21.6%
-68.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +1.5% |
| 7D | -3.1% | +2.6% | -5.7% | -12.2% |
| 30D | -30.3% | -2.0% | -28.3% | -23.4% |
| 3M | -22.2% | -2.8% | -19.4% | -10.0% |
| 6M | +90.9% | +2.1% | +88.8% | +82.6% |
| YTD | -45.9% | +11.5% | -57.4% | -64.4% |
| 1Y | -36.2% | +13.5% | -49.6% | -61.3% |
| All | -47.2% | +21.6% | -68.8% | -74.6% |
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