-64.8%
PHAT vs SPY
+180.4%
-245.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.5% | -7.6% | -7.4% |
| 7D | -6.4% | -0.4% | -6.0% | -5.9% |
| 30D | +1.2% | -1.4% | +2.5% | +3.1% |
| 3M | -11.7% | +3.7% | -15.4% | -16.6% |
| 6M | -22.0% | +13.0% | -35.0% | -34.8% |
| YTD | -47.7% | +12.4% | -60.1% | -56.1% |
| 1Y | -32.7% | +18.5% | -51.3% | -47.5% |
| 3Y | -31.9% | +77.6% | -109.6% | -69.4% |
| 5Y | -74.6% | +81.7% | -156.3% | -88.6% |
| All | -64.8% | +180.4% | -245.2% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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