-100.0%
SHIP vs SPY
+681.4%
-781.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | -0.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | -16.2% | -3.3% | -12.9% | -14.1% |
| 3M | -13.2% | -2.4% | -10.8% | -11.7% |
| 6M | -10.7% | +2.6% | -13.2% | -12.4% |
| YTD | +63.4% | +11.2% | +52.1% | +51.3% |
| 1Y | +77.6% | +13.4% | +64.2% | +62.2% |
| 3Y | +235.4% | +79.9% | +155.5% | +120.2% |
| 5Y | +89.6% | +72.2% | +17.4% | +27.6% |
| 10Y | -99.6% | +307.3% | -406.9% | -99.8% |
| All | -100.0% | +681.4% | -781.4% | -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