+140.8%
PH vs SPXS
-80.2%
+221.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | 0.0% |
| 7D | +0.4% | -1.5% | +1.9% | -0.2% |
| 30D | -10.8% | +3.7% | -14.5% | -9.3% |
| 3M | +8.5% | -9.6% | +18.0% | +4.8% |
| 6M | +3.9% | -32.4% | +36.3% | -10.6% |
| YTD | +9.4% | -28.7% | +38.1% | -3.0% |
| 1Y | +26.8% | -38.1% | +64.9% | +6.2% |
| 3Y | +140.8% | -80.1% | +220.9% | +37.2% |
| All | +140.8% | -80.2% | +221.0% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling