+23.1%
PH vs SPXS
-34.6%
+57.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.1% |
| 7D | -3.1% | +6.4% | -9.5% | -1.5% |
| 30D | -11.8% | +6.0% | -17.8% | -10.3% |
| 3M | +6.9% | -11.6% | +18.6% | +3.8% |
| 6M | -1.3% | -28.7% | +27.4% | -10.4% |
| YTD | +7.0% | -26.3% | +33.2% | -1.7% |
| 1Y | +23.1% | -34.9% | +58.0% | +7.3% |
| All | +23.1% | -34.6% | +57.7% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling