+26.5%
SHV vs SPY
+307.0%
-280.5%
-0.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | 0.0% | +2.6% | -2.5% | 0.0% |
| 30D | +0.4% | -2.0% | +2.3% | +0.3% |
| 3M | +0.9% | -2.8% | +3.7% | +0.9% |
| 6M | +1.8% | +2.1% | -0.3% | +1.8% |
| YTD | +3.1% | +11.5% | -8.4% | +3.1% |
| 1Y | +3.6% | +13.5% | -9.8% | +3.7% |
| 3Y | +13.8% | +77.7% | -63.9% | +13.9% |
| 5Y | +19.7% | +72.6% | -52.9% | +19.7% |
| All | +26.5% | +307.0% | -280.5% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling