+419.3%
SIMO vs PHM
+61.0%
+358.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +4.2% | -3.2% | +7.4% | +4.6% |
| 30D | +4.1% | -6.4% | +10.5% | +4.9% |
| 3M | -12.9% | +5.5% | -18.4% | -14.3% |
| 6M | +110.3% | -5.4% | +115.8% | +110.3% |
| YTD | +178.6% | +6.6% | +172.0% | +168.9% |
| 1Y | +220.0% | -8.8% | +228.8% | +222.1% |
| All | +419.3% | +61.0% | +358.4% | +343.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling