+579.5%
SIMO vs PHM
+545.0%
+34.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | +14.5% | -3.9% | +18.4% | +15.5% |
| 30D | +20.4% | -8.6% | +29.0% | +22.7% |
| 3M | +7.1% | -2.9% | +10.1% | +6.9% |
| 6M | +129.2% | -5.7% | +135.0% | +129.1% |
| YTD | +201.9% | +1.9% | +200.1% | +193.8% |
| 1Y | +235.5% | -12.3% | +247.8% | +239.5% |
| 3Y | +463.8% | +50.8% | +413.1% | +380.1% |
| 5Y | +306.7% | +157.3% | +149.4% | +193.4% |
| 10Y | +579.5% | +566.5% | +12.9% | +316.3% |
| All | +579.5% | +545.0% | +34.5% | +316.3% |
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