+22.9%
SDHY vs SPY
+125.7%
-102.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.9% | -2.0% | 0.0% | -1.3% |
| 30D | -3.6% | -1.7% | -2.0% | -3.1% |
| 3M | -1.1% | +4.7% | -5.9% | -2.7% |
| 6M | +0.9% | +12.5% | -11.6% | -3.1% |
| YTD | -0.4% | +11.7% | -12.1% | -4.2% |
| 1Y | -1.4% | +17.5% | -18.8% | -6.8% |
| 3Y | +32.2% | +76.6% | -44.4% | +7.9% |
| 5Y | +24.3% | +82.0% | -57.7% | -1.2% |
| All | +22.9% | +125.7% | -102.8% | -5.8% |
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