+340.7%
SMTC vs PHM
+670.5%
-329.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | +11.0% | -4.1% | +15.2% | +13.1% |
| 30D | -28.5% | +16.1% | -44.6% | -34.3% |
| 3M | -14.2% | -2.5% | -11.7% | -15.1% |
| 6M | -18.0% | +12.9% | -30.9% | -25.3% |
| YTD | +55.5% | +9.0% | +46.5% | +43.2% |
| 1Y | +69.5% | +8.2% | +61.4% | +56.1% |
| 3Y | +699.7% | +58.4% | +641.2% | +503.1% |
| 5Y | +27.4% | +159.2% | -131.8% | -24.5% |
| All | +340.7% | +670.5% | -329.8% | +91.9% |
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 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