-100.0%
SHIP vs SPY
+663.3%
-763.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -11.3% | -2.7% | -8.5% | -9.5% |
| 30D | -18.1% | -5.4% | -12.7% | -14.7% |
| 3M | -16.4% | -4.1% | -12.3% | -13.8% |
| 6M | -7.5% | +0.7% | -8.2% | -8.1% |
| YTD | +61.0% | +8.7% | +52.3% | +51.7% |
| 1Y | +77.9% | +10.9% | +67.0% | +65.1% |
| 3Y | +229.9% | +75.0% | +154.9% | +120.9% |
| 5Y | +85.1% | +67.8% | +17.3% | +27.0% |
| 10Y | -99.7% | +312.9% | -412.5% | -99.9% |
| All | -100.0% | +663.3% | -763.3% | -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