-41.7%
SHIM vs SPY
+77.5%
-119.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.6% |
| 7D | +13.0% | +0.5% | +12.5% | +12.6% |
| 30D | -15.6% | -0.9% | -14.7% | -14.9% |
| 3M | +2.5% | +3.9% | -1.4% | -0.4% |
| 6M | +4.8% | +14.5% | -9.7% | -5.6% |
| YTD | +27.7% | +12.9% | +14.8% | +16.6% |
| 1Y | +20.3% | +19.4% | +1.0% | +6.2% |
| All | -41.7% | +77.5% | -119.2% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling