+433.4%
PHOE vs SPY
+41.8%
+391.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +4.5% |
| 7D | -7.4% | -0.8% | -6.6% | -9.2% |
| 30D | -10.7% | -1.1% | -9.6% | -13.1% |
| 3M | +22.3% | +3.9% | +18.4% | +34.6% |
| 6M | +22.3% | +13.6% | +8.7% | +69.4% |
| YTD | +21.7% | +12.7% | +9.0% | +81.5% |
| 1Y | +116.6% | +17.5% | +99.1% | +243.9% |
| All | +433.4% | +41.8% | +391.6% | +1,015.0% |
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 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