+72.2%
SMTC vs PHM
+16.2%
+56.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +7.2% | -20.1% | -12.2% |
| 7D | -24.5% | +13.6% | -38.1% | -23.9% |
| 30D | -42.5% | +19.3% | -61.7% | -41.9% |
| 3M | -14.1% | +3.5% | -17.6% | -11.7% |
| 6M | +3.6% | +18.6% | -15.0% | +0.1% |
| YTD | +50.6% | +16.7% | +33.9% | +46.6% |
| 1Y | +72.2% | +14.6% | +57.6% | +66.6% |
| All | +72.2% | +16.2% | +56.1% | +66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling