+282.5%
SPHR vs SPY
+81.8%
+200.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | +6.8% | +0.5% | +6.3% | +6.1% |
| 30D | -10.7% | -0.9% | -9.8% | -9.6% |
| 3M | +3.6% | +3.9% | -0.3% | -1.4% |
| 6M | +26.2% | +14.5% | +11.7% | +6.5% |
| YTD | +49.8% | +12.9% | +36.9% | +28.1% |
| 1Y | +161.7% | +19.4% | +142.3% | +108.4% |
| 3Y | +307.2% | +78.5% | +228.8% | +107.3% |
| 5Y | +282.5% | +81.8% | +200.7% | +94.3% |
| All | +282.5% | +81.8% | +200.7% | +94.3% |
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 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