-63.4%
SHIM vs SPY
+75.9%
-139.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.4% |
| 7D | +2.2% | +3.3% | -1.1% | -0.6% |
| 30D | -9.5% | -2.7% | -6.8% | -7.5% |
| 3M | -41.9% | -1.7% | -40.2% | -41.1% |
| 6M | -50.8% | +3.1% | -53.9% | -52.0% |
| YTD | -19.9% | +11.9% | -31.8% | -26.4% |
| 1Y | +5.4% | +12.0% | -6.6% | -3.2% |
| All | -63.4% | +75.9% | -139.3% | -68.7% |
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