-30.9%
SHMD vs SPY
+56.9%
-87.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +7.0% |
| 7D | +7.7% | +0.5% | +7.2% | +6.9% |
| 30D | -29.0% | -0.9% | -28.1% | -28.3% |
| 3M | -36.3% | +3.9% | -40.1% | -38.6% |
| 6M | -43.9% | +14.5% | -58.4% | -49.8% |
| YTD | -45.9% | +12.9% | -58.8% | -50.8% |
| 1Y | +55.8% | +19.4% | +36.5% | +39.8% |
| All | -30.9% | +56.9% | -87.8% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling