-41.1%
SHIM vs SPY
+78.5%
-119.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.8% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -9.8% | +0.1% | -9.9% | -9.8% |
| 3M | -2.6% | +2.0% | -4.6% | -4.0% |
| 6M | -4.1% | +13.0% | -17.1% | -12.8% |
| YTD | +29.1% | +13.5% | +15.6% | +17.3% |
| 1Y | +30.4% | +20.0% | +10.5% | +14.6% |
| All | -41.1% | +78.5% | -119.6% | -50.2% |
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