-58.0%
SHPU vs SPY
+21.8%
-79.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +1.7% |
| 7D | -25.7% | -2.0% | -23.7% | -19.4% |
| 30D | -33.3% | -1.7% | -31.6% | -27.9% |
| 3M | +21.9% | +4.7% | +17.2% | +0.7% |
| 6M | -25.7% | +12.5% | -38.2% | -56.4% |
| YTD | -56.9% | +11.7% | -68.7% | -72.6% |
| 1Y | -49.2% | +17.5% | -66.7% | -73.0% |
| All | -58.0% | +21.8% | -79.8% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling