+4,789.7%
SITM vs PHM
+221.4%
+4,568.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +4.0% | +4.6% |
| 7D | +3.9% | -5.0% | +8.8% | +7.1% |
| 30D | -6.6% | -8.4% | +1.8% | -1.7% |
| 3M | -11.9% | -4.4% | -7.4% | -11.6% |
| 6M | +81.1% | -3.7% | +84.9% | +80.4% |
| YTD | +80.0% | +1.3% | +78.7% | +71.3% |
| 1Y | +145.8% | -14.0% | +159.9% | +159.3% |
| 3Y | +475.9% | +48.1% | +427.8% | +303.0% |
| 5Y | +189.2% | +158.8% | +30.4% | +35.1% |
| All | +4,789.7% | +221.4% | +4,568.3% | +2,480.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling