+98.3%
SPHD vs SPY
+311.3%
-213.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.2% |
| 7D | -0.9% | +0.5% | -1.4% | -1.3% |
| 30D | -0.8% | -0.9% | +0.1% | -0.1% |
| 3M | +5.4% | +3.9% | +1.5% | +2.1% |
| 6M | +3.1% | +14.5% | -11.4% | -7.4% |
| YTD | +11.9% | +12.9% | -1.0% | +1.4% |
| 1Y | +10.9% | +19.4% | -8.5% | -3.9% |
| 3Y | +45.4% | +78.5% | -33.1% | -10.5% |
| 5Y | +44.0% | +81.8% | -37.8% | -14.2% |
| 10Y | +98.3% | +311.5% | -213.3% | -44.7% |
| All | +98.3% | +311.3% | -213.0% | -44.7% |
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