+240.0%
SPHR vs SPY
+78.4%
+161.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | +16.4% | -0.6% | +16.9% | +16.6% |
| 30D | +14.9% | -3.7% | +18.5% | +21.0% |
| 3M | -24.8% | -2.7% | -22.0% | -22.1% |
| 6M | -8.3% | +2.2% | -10.5% | -12.2% |
| YTD | +28.6% | +10.8% | +17.7% | +8.2% |
| 1Y | +58.9% | +11.2% | +47.7% | +33.2% |
| 3Y | +240.0% | +76.5% | +163.5% | +32.8% |
| All | +240.0% | +78.4% | +161.6% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling