+174.0%
SITM vs PHM
+149.8%
+24.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +3.4% |
| 7D | +4.8% | -6.4% | +11.2% | +9.2% |
| 30D | -9.7% | -12.1% | +2.4% | -2.6% |
| 3M | -9.3% | -1.5% | -7.8% | -11.0% |
| 6M | +69.5% | -6.0% | +75.5% | +70.9% |
| YTD | +70.5% | -0.3% | +70.8% | +62.6% |
| 1Y | +145.3% | -13.3% | +158.6% | +157.1% |
| 3Y | +432.8% | +47.6% | +385.2% | +242.9% |
| 5Y | +174.0% | +154.7% | +19.3% | +11.9% |
| All | +174.0% | +149.8% | +24.2% | +11.9% |
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 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