+72.0%
SGI vs PHM
+62.4%
+9.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | +0.1% |
| 7D | -10.5% | -4.8% | -5.7% | -7.6% |
| 30D | +0.1% | +16.5% | -16.4% | -8.8% |
| 3M | -4.0% | -2.0% | -2.0% | -2.8% |
| 6M | -5.6% | +12.7% | -18.3% | -12.1% |
| YTD | -29.5% | +11.2% | -40.7% | -33.5% |
| 1Y | -31.5% | +7.7% | -39.3% | -34.5% |
| All | +72.0% | +62.4% | +9.6% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling