+695.9%
PH vs SPXS
-99.5%
+795.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.5% |
| 7D | +4.3% | -7.5% | +11.9% | +1.1% |
| 30D | +0.1% | +5.3% | -5.2% | +3.2% |
| 3M | -9.4% | +9.7% | -19.1% | -4.6% |
| 6M | +8.8% | -4.6% | +13.3% | +8.8% |
| YTD | +9.6% | -25.8% | +35.4% | -0.2% |
| 1Y | +14.4% | -28.8% | +43.2% | +2.8% |
| 3Y | +134.5% | -80.2% | +214.7% | +38.8% |
| 5Y | +204.4% | -83.2% | +287.6% | +106.0% |
| All | +695.9% | -99.5% | +795.3% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling