+2.1%
SPH vs SPY
+11.9%
-9.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +3.2% | -0.6% | +3.8% | +3.2% |
| 30D | +5.7% | -3.7% | +9.4% | +5.4% |
| 3M | +3.2% | -2.7% | +5.9% | +3.0% |
| 6M | -6.5% | +2.2% | -8.7% | -6.2% |
| YTD | +2.4% | +10.8% | -8.4% | +3.2% |
| 1Y | +2.1% | +11.2% | -9.1% | +2.8% |
| All | +2.1% | +11.9% | -9.8% | +2.8% |
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 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