+23.2%
PHYS vs SPY
+20.8%
+2.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +4.6% | +0.1% | +4.5% | +4.5% |
| 3M | -0.6% | +2.0% | -2.6% | -2.1% |
| 6M | -14.2% | +13.0% | -27.2% | -21.0% |
| YTD | +1.8% | +13.5% | -11.8% | -6.7% |
| 1Y | +23.2% | +20.0% | +3.2% | +11.0% |
| All | +23.2% | +20.8% | +2.4% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling