+969.8%
PH vs SPMO
+495.2%
+474.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +1.4% |
| 7D | +4.3% | +6.3% | -2.0% | -1.3% |
| 30D | +0.1% | -8.9% | +9.0% | +8.2% |
| 3M | -9.4% | -13.2% | +3.8% | +2.1% |
| 6M | +8.8% | -9.3% | +18.0% | +15.0% |
| YTD | +9.6% | +11.6% | -1.9% | -5.4% |
| 1Y | +14.4% | +13.4% | +1.1% | -2.9% |
| 3Y | +134.5% | +122.9% | +11.6% | +3.3% |
| 5Y | +204.4% | +113.9% | +90.5% | +40.0% |
| 10Y | +697.3% | +460.5% | +236.8% | +93.1% |
| All | +969.8% | +495.2% | +474.6% | +155.0% |
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