+420.0%
PHOE vs SPY
+40.6%
+379.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -6.7% |
| 7D | -5.5% | -2.0% | -3.5% | -9.7% |
| 30D | -0.1% | -1.7% | +1.5% | -4.1% |
| 3M | +22.5% | +4.7% | +17.7% | +37.8% |
| 6M | +18.6% | +12.5% | +6.1% | +60.3% |
| YTD | +18.6% | +11.7% | +6.9% | +73.7% |
| 1Y | +106.8% | +17.5% | +89.3% | +224.4% |
| All | +420.0% | +40.6% | +379.4% | +967.3% |
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