+260.1%
SPHD vs SPY
+591.2%
-331.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | +6.6% | +2.0% | +4.6% | +4.7% |
| 6M | +3.1% | +13.0% | -9.9% | -6.5% |
| YTD | +12.6% | +13.5% | -0.9% | +1.6% |
| 1Y | +11.1% | +20.0% | -8.8% | -4.1% |
| 3Y | +44.2% | +77.2% | -33.0% | -10.5% |
| 5Y | +43.9% | +81.9% | -37.9% | -14.0% |
| 10Y | +99.9% | +314.1% | -214.1% | -40.7% |
| All | +260.1% | +591.2% | -331.1% | -28.1% |
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