+304.8%
SGI vs PHM
+670.5%
-365.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.3% | -4.1% | -1.2% | -2.4% |
| 30D | -2.1% | +16.1% | -18.2% | -11.5% |
| 3M | -8.2% | -2.5% | -5.7% | -6.5% |
| 6M | -4.6% | +12.9% | -17.5% | -12.2% |
| YTD | -31.5% | +9.0% | -40.5% | -35.3% |
| 1Y | -30.8% | +8.2% | -39.0% | -34.6% |
| 3Y | +67.2% | +58.4% | +8.8% | +14.9% |
| 5Y | +42.5% | +159.2% | -116.7% | -33.3% |
| All | +304.8% | +670.5% | -365.8% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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