+1,035.7%
SPH vs SPY
+1,932.6%
-896.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -1.9% | +0.1% | -2.0% | -1.9% |
| 3M | -8.2% | +2.0% | -10.2% | -9.2% |
| 6M | -12.2% | +13.0% | -25.2% | -17.3% |
| YTD | -0.7% | +13.5% | -14.2% | -6.7% |
| 1Y | +1.8% | +20.0% | -18.2% | -6.9% |
| 3Y | +47.6% | +77.2% | -29.6% | +12.0% |
| 5Y | +65.1% | +81.9% | -16.7% | +22.2% |
| 10Y | +27.1% | +314.1% | -287.0% | -34.7% |
| All | +1,035.7% | +1,932.6% | -896.9% | +270.1% |
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 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