+202.5%
SPHR vs SPY
+198.2%
+4.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -1.8% |
| 7D | +10.1% | +3.3% | +6.8% | +6.1% |
| 30D | +20.7% | -2.7% | +23.4% | +24.3% |
| 3M | -29.4% | -1.7% | -27.6% | -28.2% |
| 6M | -9.0% | +3.1% | -12.1% | -12.6% |
| YTD | +30.1% | +11.9% | +18.2% | +13.8% |
| 1Y | +54.4% | +12.0% | +42.4% | +35.2% |
| 3Y | +244.0% | +78.2% | +165.8% | +88.9% |
| 5Y | +254.0% | +73.2% | +180.8% | +98.5% |
| All | +202.5% | +198.2% | +4.3% | +25.8% |
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 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