-2.7%
SMCI vs PHM
-6.9%
+4.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +6.8% | -3.2% | +10.0% | +8.0% |
| 30D | +30.6% | -6.4% | +37.0% | +33.5% |
| 3M | -15.6% | +5.5% | -21.1% | -18.4% |
| 6M | +21.3% | -5.4% | +26.7% | +16.8% |
| YTD | +35.3% | +6.6% | +28.7% | +29.2% |
| 1Y | -2.7% | -8.8% | +6.1% | -11.2% |
| All | -2.7% | -6.9% | +4.2% | -11.2% |
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