-35.1%
SHMD vs SPY
+57.8%
-92.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | +4.8% | +0.1% | +4.7% | +4.6% |
| 30D | -29.1% | +0.1% | -29.1% | -29.2% |
| 3M | -49.4% | +2.0% | -51.4% | -50.1% |
| 6M | -62.4% | +13.0% | -75.4% | -66.0% |
| YTD | -49.2% | +13.5% | -62.7% | -54.0% |
| 1Y | +30.7% | +20.0% | +10.7% | +16.5% |
| All | -35.1% | +57.8% | -92.8% | -24.0% |
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