+270.1%
SIMO vs PHM
+145.9%
+124.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +4.2% | -3.2% | +7.4% | +4.9% |
| 30D | +4.1% | -6.4% | +10.5% | +5.4% |
| 3M | -12.9% | +5.5% | -18.4% | -14.7% |
| 6M | +110.3% | -5.4% | +115.8% | +110.4% |
| YTD | +178.6% | +6.6% | +172.0% | +167.9% |
| 1Y | +220.0% | -8.8% | +228.8% | +221.6% |
| 3Y | +409.0% | +54.1% | +354.9% | +323.1% |
| All | +270.1% | +145.9% | +124.1% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling