-100.0%
PHIO vs SPY
+607.5%
-707.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +2.4% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | -14.2% | -3.3% | -10.9% | -11.0% |
| 3M | -19.2% | -2.4% | -16.8% | -17.1% |
| 6M | -21.5% | +2.6% | -24.1% | -23.5% |
| YTD | -20.0% | +11.2% | -31.2% | -28.3% |
| 1Y | -46.2% | +13.4% | -59.5% | -52.6% |
| 3Y | -90.8% | +79.9% | -170.7% | -94.8% |
| 5Y | -99.5% | +72.2% | -171.7% | -99.7% |
| 10Y | -100.0% | +307.3% | -407.3% | -100.0% |
| All | -100.0% | +607.5% | -707.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling