+1,817.6%
SMH vs PHM
+568.1%
+1,249.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | +0.3% | -5.0% | +5.2% | +2.2% |
| 30D | -2.8% | -8.4% | +5.7% | +0.3% |
| 3M | -6.7% | -4.4% | -2.3% | -5.9% |
| 6M | +41.8% | -3.7% | +45.5% | +42.2% |
| YTD | +57.9% | +1.3% | +56.6% | +54.5% |
| 1Y | +87.6% | -14.0% | +101.7% | +94.7% |
| 3Y | +282.9% | +48.1% | +234.8% | +207.2% |
| 5Y | +330.4% | +158.8% | +171.6% | +169.4% |
| All | +1,817.6% | +568.1% | +1,249.5% | +778.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling