+43.4%
SMH vs PHM
+16.2%
+27.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.2% | -9.9% | -3.5% |
| 7D | -11.2% | +13.6% | -24.8% | -12.7% |
| 30D | -20.4% | +19.3% | -39.7% | -22.6% |
| 3M | -12.4% | +3.5% | -15.9% | -12.2% |
| 6M | -0.5% | +18.6% | -19.1% | -4.6% |
| YTD | +40.0% | +16.7% | +23.3% | +33.5% |
| 1Y | +43.4% | +14.6% | +28.8% | +37.5% |
| All | +43.4% | +16.2% | +27.2% | +37.5% |
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