+4,507.3%
SITM vs PHM
+226.3%
+4,281.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | 0.0% |
| 7D | +8.4% | -2.5% | +10.8% | +10.0% |
| 30D | -17.4% | -9.7% | -7.8% | -12.5% |
| 3M | -9.8% | +2.2% | -12.1% | -13.4% |
| 6M | +83.0% | -5.7% | +88.6% | +84.6% |
| YTD | +69.6% | +2.8% | +66.8% | +60.0% |
| 1Y | +144.9% | -14.4% | +159.3% | +159.1% |
| 3Y | +429.9% | +52.2% | +377.6% | +264.3% |
| 5Y | +169.2% | +154.3% | +14.9% | +27.0% |
| All | +4,507.3% | +226.3% | +4,281.0% | +2,309.4% |
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 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