+530.1%
SMTC vs PHM
+568.1%
-38.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.4% |
| 7D | +13.1% | -5.0% | +18.1% | +15.5% |
| 30D | +19.5% | -8.4% | +27.9% | +23.7% |
| 3M | +2.2% | -4.4% | +6.7% | +2.5% |
| 6M | +94.9% | -3.7% | +98.6% | +94.5% |
| YTD | +127.0% | +1.3% | +125.7% | +119.9% |
| 1Y | +174.6% | -14.0% | +188.6% | +185.4% |
| 3Y | +615.9% | +48.1% | +567.8% | +467.9% |
| 5Y | +125.6% | +158.8% | -33.2% | +37.0% |
| All | +530.1% | +568.1% | -38.0% | +190.9% |
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