Slim shady is to Eminem
as Mr. Hyde is to Dr. Jeckle.
In his song Eminem commonly talks about 'Slim" as all his bad qualities, and the cause of all his problems. He actually kills him of in the song "Mockingbird". After Eminem kills him, everything gets better.
I turn around, find a gun on the ground. Cock it, put it to my head and scream "Die shady" and pop it. - When I'm gone
He killed "Slim shady", his alter ego.