+60.5%
SHY vs SPY
+1,216.7%
-1,156.2%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -0.6% | +3.3% | -3.9% | -0.6% |
| 30D | +0.3% | -2.7% | +2.9% | +0.2% |
| 3M | 0.0% | -1.7% | +1.7% | -0.1% |
| 6M | +0.6% | +3.1% | -2.5% | +0.6% |
| YTD | +0.9% | +11.9% | -11.0% | +1.2% |
| 1Y | +1.5% | +12.0% | -10.5% | +1.7% |
| 3Y | +12.2% | +78.2% | -66.0% | +13.5% |
| 5Y | +10.0% | +73.2% | -63.3% | +11.3% |
| 10Y | +18.3% | +309.6% | -291.3% | +22.7% |
| All | +60.5% | +1,216.7% | -1,156.2% | +73.3% |
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