-100.0%
PHGE vs SPY
+204.6%
-304.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -31.4% | +0.9% | -32.2% | -31.8% |
| 7D | -14.0% | -0.8% | -13.2% | -13.9% |
| 30D | -14.4% | -1.1% | -13.3% | -14.1% |
| 3M | -82.1% | +3.9% | -85.9% | -82.5% |
| 6M | -98.0% | +13.6% | -111.6% | -98.1% |
| YTD | -93.2% | +12.7% | -105.9% | -93.6% |
| 1Y | -98.7% | +17.5% | -116.2% | -98.8% |
| 3Y | -99.8% | +76.9% | -176.7% | -99.9% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +204.6% | -304.6% | -100.0% |
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