+248.4%
SPHR vs SPY
+202.6%
+45.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -11.3% | +0.1% | -11.4% | -11.3% |
| 3M | +0.2% | +2.0% | -1.8% | -2.0% |
| 6M | +22.8% | +13.0% | +9.8% | +7.0% |
| YTD | +49.8% | +13.5% | +36.2% | +29.4% |
| 1Y | +194.0% | +20.0% | +174.0% | +138.7% |
| 3Y | +289.8% | +77.2% | +212.6% | +115.9% |
| 5Y | +282.5% | +81.9% | +200.6% | +106.5% |
| All | +248.4% | +202.6% | +45.7% | +43.0% |
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