+31.1%
SPYH vs SPY
+42.5%
-11.4%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +0.5% | +0.5% | 0.0% | +0.2% |
| 30D | +0.3% | -0.9% | +1.2% | +0.9% |
| 3M | +3.9% | +3.9% | 0.0% | +1.1% |
| 6M | +8.6% | +14.5% | -5.9% | -1.3% |
| YTD | +8.3% | +12.9% | -4.6% | -0.7% |
| 1Y | +13.3% | +19.4% | -6.0% | -0.1% |
| All | +31.1% | +42.5% | -11.4% | +0.2% |
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