-57.8%
PHIO vs SPY
+18.8%
-76.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -8.8% | -0.4% | -8.5% | -8.4% |
| 30D | -2.8% | -1.4% | -1.5% | -1.1% |
| 3M | -4.6% | +3.7% | -8.3% | -10.3% |
| 6M | -14.9% | +13.0% | -27.9% | -29.8% |
| YTD | -1.9% | +12.4% | -14.3% | -19.1% |
| 1Y | -57.8% | +18.5% | -76.3% | -66.5% |
| All | -57.8% | +18.8% | -76.6% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling