+110.9%
SPHD vs SPY
+307.0%
-196.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +1.8% | +2.6% | -0.8% | -0.1% |
| 30D | +7.7% | -2.0% | +9.7% | +9.0% |
| 3M | +1.3% | -2.8% | +4.1% | +3.1% |
| 6M | +10.1% | +2.1% | +8.0% | +7.7% |
| YTD | +15.4% | +11.5% | +3.9% | +5.3% |
| 1Y | +15.9% | +13.5% | +2.4% | +4.3% |
| 3Y | +57.2% | +77.7% | -20.5% | -3.1% |
| 5Y | +49.5% | +72.6% | -23.2% | -6.8% |
| All | +110.9% | +307.0% | -196.1% | -39.2% |
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