+49.7%
SPH vs SPY
+308.5%
-258.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.7% |
| 7D | +0.3% | +3.3% | -3.0% | -1.5% |
| 30D | +2.0% | -2.7% | +4.7% | +3.4% |
| 3M | -0.5% | -1.7% | +1.2% | +0.2% |
| 6M | -9.8% | +3.1% | -12.9% | -11.8% |
| YTD | -0.1% | +11.9% | -12.0% | -7.2% |
| 1Y | -1.1% | +12.0% | -13.1% | -8.3% |
| 3Y | +25.9% | +78.2% | -52.2% | -13.3% |
| 5Y | +61.9% | +73.2% | -11.3% | +12.0% |
| All | +49.7% | +308.5% | -258.8% | -45.6% |
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