+170.0%
SIMO vs PHM
+158.6%
+11.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +4.1% | -4.1% | +8.2% | +4.8% |
| 30D | -24.0% | +16.1% | -40.1% | -26.6% |
| 3M | -31.8% | -2.5% | -29.3% | -31.8% |
| 6M | -36.9% | +12.9% | -49.8% | -39.5% |
| YTD | +84.8% | +9.0% | +75.8% | +76.0% |
| 1Y | +99.0% | +8.2% | +90.8% | +89.6% |
| 3Y | +217.9% | +58.4% | +159.5% | +161.6% |
| All | +170.0% | +158.6% | +11.4% | +83.4% |
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 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