+119.0%
SMTC vs PHM
+152.6%
-33.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.3% |
| 7D | +22.5% | -3.9% | +26.3% | +24.7% |
| 30D | +24.9% | -8.6% | +33.4% | +29.9% |
| 3M | +4.1% | -2.9% | +7.0% | +3.2% |
| 6M | +92.6% | -5.7% | +98.3% | +93.6% |
| YTD | +122.5% | +1.9% | +120.6% | +112.3% |
| 1Y | +166.2% | -12.3% | +178.5% | +174.6% |
| 3Y | +577.2% | +50.8% | +526.4% | +379.3% |
| 5Y | +119.0% | +157.3% | -38.3% | +10.4% |
| All | +119.0% | +152.6% | -33.6% | +10.4% |
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