+72.4%
SHYG vs SPY
+454.7%
-382.3%
-19.3%
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% | +0.1% |
| 7D | +0.1% | +0.5% | -0.5% | -0.1% |
| 30D | +0.2% | -0.9% | +1.1% | +0.4% |
| 3M | +1.2% | +3.9% | -2.7% | +0.1% |
| 6M | +2.8% | +14.5% | -11.7% | -0.9% |
| YTD | +2.6% | +12.9% | -10.4% | -0.9% |
| 1Y | +4.2% | +19.4% | -15.1% | -0.8% |
| 3Y | +25.3% | +78.5% | -53.2% | +6.2% |
| 5Y | +26.6% | +81.8% | -55.1% | +5.9% |
| 10Y | +61.0% | +311.5% | -250.5% | +7.9% |
| All | +72.4% | +454.7% | -382.3% | +11.2% |
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