+20.0%
SHYD vs SPY
+322.5%
-302.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -0.9% | -0.8% | -0.2% | -0.8% |
| 30D | -1.6% | -1.1% | -0.5% | -1.4% |
| 3M | -1.3% | +3.9% | -5.1% | -1.9% |
| 6M | -0.5% | +13.6% | -14.1% | -2.6% |
| YTD | -0.3% | +12.7% | -12.9% | -2.3% |
| 1Y | +0.6% | +17.5% | -16.9% | -2.1% |
| 3Y | +12.7% | +76.9% | -64.2% | +1.0% |
| 5Y | +2.7% | +83.6% | -80.9% | -9.2% |
| All | +20.0% | +322.5% | -302.5% | -9.7% |
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