-99.7%
SHIP vs SPY
+311.3%
-411.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.9% |
| 7D | +1.4% | +0.5% | +0.9% | +0.9% |
| 30D | +8.4% | -0.9% | +9.3% | +9.4% |
| 3M | +20.3% | +3.9% | +16.4% | +15.7% |
| 6M | +41.8% | +14.5% | +27.3% | +24.0% |
| YTD | +104.1% | +12.9% | +91.1% | +81.0% |
| 1Y | +135.4% | +19.4% | +116.0% | +97.7% |
| 3Y | +316.1% | +78.5% | +237.6% | +132.0% |
| 5Y | +116.8% | +81.8% | +35.0% | +17.6% |
| 10Y | -99.7% | +311.5% | -411.2% | -99.9% |
| All | -99.7% | +311.3% | -411.0% | -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