+1,548.7%
PHM vs SPXS
-100.0%
+1,648.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.2% | -2.8% |
| 7D | -2.5% | -1.5% | -0.9% | -3.1% |
| 30D | -9.7% | +3.7% | -13.3% | -8.0% |
| 3M | +2.2% | -9.6% | +11.8% | -1.5% |
| 6M | -5.7% | -32.4% | +26.7% | -19.3% |
| YTD | +2.8% | -28.7% | +31.5% | -9.4% |
| 1Y | -14.4% | -38.1% | +23.7% | -28.8% |
| 3Y | +52.2% | -80.1% | +132.3% | -16.0% |
| 5Y | +154.3% | -85.9% | +240.2% | +49.2% |
| 10Y | +545.9% | -99.5% | +645.4% | +11.7% |
| All | +1,548.7% | -100.0% | +1,648.7% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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