+63.8%
SPH vs SPY
+81.8%
-17.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -1.9% | -0.9% | -1.0% | -1.6% |
| 3M | -7.6% | +3.9% | -11.4% | -9.0% |
| 6M | -11.3% | +14.5% | -25.8% | -16.0% |
| YTD | -1.5% | +12.9% | -14.4% | -6.3% |
| 1Y | +1.4% | +19.4% | -17.9% | -5.7% |
| 3Y | +47.3% | +78.5% | -31.2% | +15.9% |
| 5Y | +63.8% | +81.8% | -17.9% | +25.1% |
| All | +63.8% | +81.8% | -17.9% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling