+967.8%
PH vs SPMO
+575.8%
+392.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.1% |
| 7D | +0.4% | +3.4% | -3.0% | -2.6% |
| 30D | -10.8% | +0.5% | -11.3% | -11.4% |
| 3M | +8.5% | +1.9% | +6.5% | +4.9% |
| 6M | +3.9% | +27.8% | -23.9% | -20.0% |
| YTD | +9.4% | +26.7% | -17.2% | -15.2% |
| 1Y | +26.8% | +28.9% | -2.1% | -3.7% |
| 3Y | +140.8% | +160.7% | -19.9% | -7.2% |
| 5Y | +253.8% | +150.2% | +103.6% | +42.3% |
| 10Y | +792.3% | +517.5% | +274.8% | +95.1% |
| All | +967.8% | +575.8% | +392.0% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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