-57.5%
SHMD vs SPY
+12.1%
-69.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.4% | -11.8% | -10.8% |
| 7D | -2.8% | +2.6% | -5.4% | -10.6% |
| 30D | -39.2% | -2.0% | -37.3% | -33.1% |
| 3M | -62.0% | -2.8% | -59.2% | -57.0% |
| 6M | -66.1% | +2.1% | -68.3% | -67.5% |
| YTD | -66.3% | +11.5% | -77.8% | -74.8% |
| 1Y | -57.5% | +13.5% | -71.0% | -71.0% |
| All | -57.5% | +12.1% | -69.6% | -71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling