-76.8%
PHAT vs SPY
+67.4%
-144.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +2.9% |
| 7D | -8.5% | -2.7% | -5.8% | -4.8% |
| 30D | -22.9% | -5.4% | -17.5% | -16.4% |
| 3M | -37.4% | -4.1% | -33.3% | -33.3% |
| 6M | -58.6% | +0.7% | -59.3% | -59.2% |
| YTD | -68.4% | +8.7% | -77.0% | -72.1% |
| 1Y | -59.7% | +10.9% | -70.6% | -65.5% |
| 3Y | -34.0% | +75.0% | -109.0% | -70.5% |
| All | -76.8% | +67.4% | -144.2% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling