-29.3%
SHMD vs SPY
+56.2%
-85.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.9% |
| 7D | +4.9% | -0.4% | +5.3% | +5.2% |
| 30D | -30.0% | -1.4% | -28.6% | -29.0% |
| 3M | -30.8% | +3.7% | -34.6% | -33.3% |
| 6M | -46.2% | +13.0% | -59.2% | -51.3% |
| YTD | -44.6% | +12.4% | -57.0% | -49.4% |
| 1Y | +54.5% | +18.5% | +36.0% | +39.4% |
| All | -29.3% | +56.2% | -85.4% | -16.4% |
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