+29.4%
SPH vs SPY
+312.5%
-283.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | -0.5% | -1.4% | +0.9% | +0.3% |
| 3M | -6.8% | +3.7% | -10.5% | -9.0% |
| 6M | -12.2% | +13.0% | -25.2% | -18.7% |
| YTD | -1.2% | +12.4% | -13.6% | -8.3% |
| 1Y | +1.6% | +18.5% | -17.0% | -8.8% |
| 3Y | +47.7% | +77.6% | -29.9% | +2.0% |
| 5Y | +63.2% | +81.7% | -18.4% | +9.0% |
| 10Y | +29.4% | +319.7% | -290.3% | -52.2% |
| All | +29.4% | +312.5% | -283.1% | -52.2% |
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