+100.5%
SIMO vs PHM
+16.2%
+84.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.2% | -16.8% | -6.6% |
| 7D | -16.9% | +13.6% | -30.5% | -12.3% |
| 30D | -35.4% | +19.3% | -54.7% | -30.3% |
| 3M | -31.9% | +3.5% | -35.4% | -29.1% |
| 6M | -19.3% | +18.6% | -37.9% | -13.7% |
| YTD | +98.5% | +16.7% | +81.8% | +107.4% |
| 1Y | +100.5% | +14.6% | +85.9% | +109.7% |
| All | +100.5% | +16.2% | +84.3% | +109.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling