+31.3%
SHYD vs SPY
+418.6%
-387.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -0.7% | -0.9% | +0.2% | -0.6% |
| 3M | -0.3% | +3.9% | -4.2% | -0.9% |
| 6M | +0.1% | +14.5% | -14.4% | -1.8% |
| YTD | +0.6% | +12.9% | -12.3% | -1.1% |
| 1Y | +2.0% | +19.4% | -17.4% | -0.6% |
| 3Y | +13.7% | +78.5% | -64.7% | +3.8% |
| 5Y | +3.6% | +81.8% | -78.2% | -6.3% |
| 10Y | +21.0% | +311.5% | -290.5% | -2.6% |
| All | +31.3% | +418.6% | -387.3% | +6.8% |
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