-52.1%
SMR vs PHM
+167.1%
-219.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.0% | -5.8% | -7.2% |
| 7D | +10.3% | -6.1% | +16.4% | +12.4% |
| 30D | -25.7% | +13.7% | -39.5% | -28.9% |
| 3M | -49.7% | -1.5% | -48.2% | -49.7% |
| 6M | -59.8% | +11.3% | -71.1% | -61.5% |
| YTD | -66.0% | +8.9% | -74.9% | -67.2% |
| 1Y | -81.4% | +6.1% | -87.5% | -82.0% |
| 3Y | +130.6% | +57.7% | +73.0% | +93.1% |
| All | -52.1% | +167.1% | -219.2% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling