-99.7%
SHIP vs SPY
+308.5%
-408.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +12.5% | +3.3% | +9.2% | +9.0% |
| 30D | -10.3% | -2.7% | -7.6% | -7.8% |
| 3M | -1.1% | -1.7% | +0.6% | +0.6% |
| 6M | -2.1% | +3.1% | -5.2% | -5.2% |
| YTD | +77.6% | +11.9% | +65.7% | +58.8% |
| 1Y | +88.9% | +12.0% | +76.9% | +68.5% |
| 3Y | +267.6% | +78.2% | +189.4% | +104.8% |
| 5Y | +114.1% | +73.2% | +40.9% | +21.6% |
| All | -99.7% | +308.5% | -408.2% | -99.9% |
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