+1.5%
SMR vs PHM
+144.5%
-143.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.4% | -4.9% |
| 7D | +4.7% | -6.4% | +11.1% | +6.7% |
| 30D | +3.2% | -12.1% | +15.3% | +7.3% |
| 3M | +9.9% | -1.5% | +11.5% | +9.7% |
| 6M | -15.1% | -6.0% | -9.1% | -13.9% |
| YTD | -27.9% | -0.3% | -27.6% | -28.4% |
| 1Y | -70.2% | -13.3% | -56.9% | -69.4% |
| 3Y | +72.5% | +47.6% | +24.9% | +47.9% |
| All | +1.5% | +144.5% | -143.0% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling