-14.4%
SMR vs PHM
+148.4%
-162.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.3% | -16.1% |
| 7D | -11.2% | -5.0% | -6.3% | -10.1% |
| 30D | -10.2% | -8.4% | -1.8% | -7.9% |
| 3M | -10.0% | -4.4% | -5.6% | -9.4% |
| 6M | -30.5% | -3.7% | -26.7% | -30.0% |
| YTD | -39.2% | +1.3% | -40.5% | -40.0% |
| 1Y | -75.5% | -14.0% | -61.5% | -74.8% |
| 3Y | +45.4% | +48.1% | -2.7% | +24.3% |
| All | -14.4% | +148.4% | -162.8% | -35.7% |
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