+37.0%
SHV vs SPY
+644.4%
-607.4%
-0.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | -2.7% | +2.4% | -0.3% |
| 30D | 0.0% | -5.4% | +5.4% | 0.0% |
| 3M | +0.6% | -4.1% | +4.7% | +0.6% |
| 6M | +1.5% | +0.7% | +0.8% | +1.5% |
| YTD | +2.7% | +8.7% | -6.0% | +2.7% |
| 1Y | +3.3% | +10.9% | -7.6% | +3.3% |
| 3Y | +13.5% | +75.0% | -61.5% | +13.7% |
| 5Y | +19.2% | +67.8% | -48.6% | +19.4% |
| 10Y | +25.9% | +312.9% | -287.0% | +26.7% |
| All | +37.0% | +644.4% | -607.4% | +38.3% |
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