-100.0%
PHIO vs SPY
+591.1%
-691.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | -6.9% | -2.7% | -4.2% | -4.1% |
| 30D | -19.9% | -5.4% | -14.5% | -15.1% |
| 3M | -24.4% | -4.1% | -20.3% | -21.2% |
| 6M | -30.3% | +0.7% | -31.1% | -31.0% |
| YTD | -23.7% | +8.7% | -32.4% | -30.0% |
| 1Y | -45.9% | +10.9% | -56.8% | -51.2% |
| 3Y | -92.7% | +75.0% | -167.7% | -95.7% |
| 5Y | -99.6% | +67.8% | -167.4% | -99.7% |
| 10Y | -100.0% | +312.9% | -412.8% | -100.0% |
| All | -100.0% | +591.1% | -691.1% | -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