+205.4%
PHYS vs SPY
+818.1%
-612.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | -5.3% | +3.3% | -8.6% | -5.5% |
| 30D | -6.8% | -2.7% | -4.1% | -6.7% |
| 3M | -12.6% | -1.7% | -10.8% | -12.5% |
| 6M | -18.0% | +3.1% | -21.1% | -18.1% |
| YTD | -11.3% | +11.9% | -23.2% | -11.7% |
| 1Y | -8.4% | +12.0% | -20.4% | -8.8% |
| 3Y | +93.5% | +78.2% | +15.3% | +90.0% |
| 5Y | +99.4% | +73.2% | +26.1% | +95.2% |
| 10Y | +189.4% | +309.6% | -120.2% | +190.2% |
| All | +205.4% | +818.1% | -612.7% | +204.3% |
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