+262.4%
SPHD vs SPY
+561.6%
-299.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | +0.4% | -2.7% | +3.1% | +2.3% |
| 30D | +8.8% | -5.4% | +14.2% | +13.1% |
| 3M | +1.1% | -4.1% | +5.2% | +4.0% |
| 6M | +7.1% | +0.7% | +6.3% | +5.7% |
| YTD | +13.4% | +8.7% | +4.7% | +5.4% |
| 1Y | +16.4% | +10.9% | +5.6% | +6.5% |
| 3Y | +51.1% | +75.0% | -23.9% | -5.8% |
| 5Y | +47.0% | +67.8% | -20.8% | -6.5% |
| 10Y | +114.5% | +312.9% | -198.3% | -36.5% |
| All | +262.4% | +561.6% | -299.1% | -25.4% |
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