+1,615.1%
SGI vs PHM
+579.2%
+1,035.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.3% | -4.1% | -1.2% | -3.2% |
| 30D | -2.1% | +16.1% | -18.2% | -9.0% |
| 3M | -8.2% | -2.5% | -5.7% | -6.8% |
| 6M | -4.6% | +12.9% | -17.5% | -9.9% |
| YTD | -31.5% | +9.0% | -40.5% | -34.0% |
| 1Y | -30.8% | +8.2% | -39.0% | -33.2% |
| 3Y | +67.2% | +58.4% | +8.8% | +30.5% |
| 5Y | +42.5% | +159.2% | -116.7% | -13.2% |
| 10Y | +321.9% | +676.9% | -355.0% | +56.3% |
| All | +1,615.1% | +579.2% | +1,035.9% | +381.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling