-92.6%
SPHL vs SPY
+33.2%
-125.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.6% |
| 7D | +2.5% | -0.4% | +2.9% | +2.5% |
| 30D | -9.9% | -1.4% | -8.5% | -9.8% |
| 3M | -25.2% | +3.7% | -28.9% | -25.2% |
| 6M | -19.6% | +13.0% | -32.6% | -26.7% |
| YTD | +18.3% | +12.4% | +5.9% | +10.0% |
| 1Y | -30.1% | +18.5% | -48.6% | -35.6% |
| All | -92.6% | +33.2% | -125.8% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling