+244.7%
SPHR vs SPY
+199.6%
+45.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.5% |
| 7D | +0.2% | -0.4% | +0.6% | +0.7% |
| 30D | -13.3% | -1.4% | -11.9% | -11.8% |
| 3M | +0.9% | +3.7% | -2.8% | -3.2% |
| 6M | +19.7% | +13.0% | +6.7% | +4.4% |
| YTD | +48.2% | +12.4% | +35.8% | +29.6% |
| 1Y | +171.9% | +18.5% | +153.4% | +123.9% |
| 3Y | +303.0% | +77.6% | +225.4% | +123.2% |
| 5Y | +290.0% | +81.7% | +208.4% | +111.8% |
| All | +244.7% | +199.6% | +45.2% | +43.3% |
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