+225.0%
SIMO vs PHM
-13.4%
+238.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +5.5% |
| 7D | +14.6% | -2.5% | +17.1% | +14.1% |
| 30D | +6.2% | -9.7% | +15.9% | +4.3% |
| 3M | +3.6% | +2.2% | +1.3% | +2.9% |
| 6M | +130.8% | -5.7% | +136.5% | +125.9% |
| YTD | +195.8% | +2.8% | +192.9% | +186.0% |
| 1Y | +225.0% | -14.4% | +239.4% | +247.4% |
| All | +225.0% | -13.4% | +238.4% | +247.4% |
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