-37.6%
SMCI vs PHM
+16.2%
-53.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +7.2% | -12.9% | -7.6% |
| 7D | -17.3% | +13.6% | -30.9% | -20.9% |
| 30D | -31.5% | +19.3% | -50.8% | -35.9% |
| 3M | -6.6% | +3.5% | -10.1% | -7.2% |
| 6M | +6.0% | +18.6% | -12.6% | -2.8% |
| YTD | +1.1% | +16.7% | -15.6% | -10.0% |
| 1Y | -37.6% | +14.6% | -52.2% | -45.3% |
| All | -37.6% | +16.2% | -53.7% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling