+797.8%
PH vs SPXS
-99.6%
+897.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +0.7% |
| 7D | -1.3% | +2.5% | -3.8% | -0.2% |
| 30D | -11.0% | +4.2% | -15.2% | -9.2% |
| 3M | +5.5% | -9.3% | +14.8% | +1.9% |
| 6M | +1.5% | -30.7% | +32.2% | -11.7% |
| YTD | +8.8% | -28.1% | +36.8% | -3.2% |
| 1Y | +24.5% | -35.1% | +59.5% | +6.8% |
| 3Y | +141.2% | -79.6% | +220.7% | +44.5% |
| 5Y | +256.3% | -86.3% | +342.6% | +119.1% |
| All | +797.8% | -99.6% | +897.4% | +89.5% |
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