+193.0%
PHYS vs SPY
+307.0%
-114.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -4.6% | +2.6% | -7.2% | -4.9% |
| 30D | -5.4% | -2.0% | -3.4% | -5.2% |
| 3M | -11.2% | -2.8% | -8.4% | -10.9% |
| 6M | -17.5% | +2.1% | -19.7% | -17.7% |
| YTD | -11.3% | +11.5% | -22.8% | -12.2% |
| 1Y | -7.6% | +13.5% | -21.1% | -8.7% |
| 3Y | +92.0% | +77.7% | +14.3% | +82.9% |
| 5Y | +99.5% | +72.6% | +26.8% | +89.3% |
| All | +193.0% | +307.0% | -114.0% | +185.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling