-99.7%
PHGE vs SPY
+79.8%
-179.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -0.6% | +14.8% | +14.2% |
| 7D | +1,202.8% | -2.0% | +1,204.8% | +1,205.3% |
| 30D | +1,063.5% | -1.7% | +1,065.2% | +1,063.1% |
| 3M | +189.1% | +4.7% | +184.3% | +176.6% |
| 6M | -75.3% | +12.5% | -87.8% | -77.1% |
| YTD | -1.1% | +11.7% | -12.8% | -7.8% |
| 1Y | -79.0% | +17.5% | -96.5% | -80.8% |
| 3Y | -97.6% | +76.6% | -174.2% | -98.2% |
| 5Y | -99.7% | +82.0% | -181.7% | -99.8% |
| All | -99.7% | +79.8% | -179.5% | -99.8% |
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