+2,226.3%
SIMO vs PHM
+293.7%
+1,932.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +5.0% |
| 7D | -8.5% | +3.5% | -12.0% | -9.7% |
| 30D | -34.8% | +21.2% | -56.0% | -38.9% |
| 3M | -32.8% | +2.5% | -35.3% | -34.1% |
| 6M | -32.0% | +16.1% | -48.1% | -36.4% |
| YTD | +87.0% | +16.6% | +70.4% | +72.8% |
| 1Y | +86.1% | +14.4% | +71.7% | +72.7% |
| 3Y | +226.4% | +71.9% | +154.5% | +161.2% |
| 5Y | +172.1% | +174.3% | -2.2% | +83.8% |
| 10Y | +408.0% | +744.0% | -336.0% | +122.4% |
| All | +2,226.3% | +293.7% | +1,932.6% | +790.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling