-99.7%
SHIP vs SPY
+307.0%
-406.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.5% |
| 7D | +12.7% | +2.6% | +10.1% | +9.9% |
| 30D | -4.2% | -2.0% | -2.2% | -2.3% |
| 3M | -2.2% | -2.8% | +0.6% | +0.5% |
| 6M | +3.0% | +2.1% | +0.9% | +0.6% |
| YTD | +81.4% | +11.5% | +69.9% | +62.7% |
| 1Y | +83.9% | +13.5% | +70.5% | +62.1% |
| 3Y | +272.4% | +77.7% | +194.7% | +108.1% |
| 5Y | +118.6% | +72.6% | +46.0% | +24.6% |
| All | -99.7% | +307.0% | -406.7% | -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