+409.6%
SIMO vs PHM
+746.3%
-336.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +5.1% |
| 7D | -8.2% | +3.5% | -11.7% | -9.1% |
| 30D | -34.6% | +21.2% | -55.8% | -37.9% |
| 3M | -32.6% | +2.5% | -35.1% | -33.5% |
| 6M | -31.8% | +16.1% | -47.9% | -35.3% |
| YTD | +87.6% | +16.6% | +71.0% | +75.7% |
| 1Y | +86.7% | +14.4% | +72.2% | +75.5% |
| 3Y | +227.4% | +71.9% | +155.6% | +168.9% |
| 5Y | +173.0% | +174.3% | -1.3% | +92.9% |
| 10Y | +409.6% | +744.0% | -334.4% | +193.2% |
| All | +409.6% | +746.3% | -336.7% | +193.2% |
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 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