+82.6%
SMR vs PHM
+50.2%
+32.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | +13.1% | -3.9% | +16.9% | +14.5% |
| 30D | +17.8% | -8.6% | +26.3% | +21.7% |
| 3M | +8.1% | -2.9% | +11.0% | +8.4% |
| 6M | -11.1% | -5.7% | -5.4% | -9.9% |
| YTD | -23.7% | +1.9% | -25.6% | -25.2% |
| 1Y | -69.4% | -12.3% | -57.1% | -68.5% |
| All | +82.6% | +50.2% | +32.4% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling