-100.0%
SHIP vs SPY
+697.5%
-797.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +6.4% | +0.1% | +6.2% | +6.2% |
| 30D | +12.5% | +0.1% | +12.4% | +12.4% |
| 3M | +24.3% | +2.0% | +22.3% | +22.3% |
| 6M | +31.9% | +13.0% | +18.9% | +20.8% |
| YTD | +111.3% | +13.5% | +97.8% | +92.8% |
| 1Y | +141.1% | +20.0% | +121.2% | +111.5% |
| 3Y | +312.5% | +77.2% | +235.3% | +173.1% |
| 5Y | +108.6% | +81.9% | +26.7% | +35.2% |
| 10Y | -99.7% | +314.1% | -413.7% | -99.9% |
| All | -100.0% | +697.5% | -797.5% | -100.0% |
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