+62,999.7%
SMTC vs PHM
+11,456.8%
+51,543.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.1% | +9.1% | +9.2% |
| 7D | +12.7% | -3.2% | +15.9% | +13.8% |
| 30D | +22.0% | -6.4% | +28.4% | +24.1% |
| 3M | -12.7% | +5.5% | -18.2% | -14.9% |
| 6M | +64.8% | -5.4% | +70.2% | +66.0% |
| YTD | +100.7% | +6.6% | +94.1% | +94.4% |
| 1Y | +146.9% | -8.8% | +155.7% | +149.6% |
| 3Y | +456.8% | +54.1% | +402.7% | +379.9% |
| 5Y | +89.2% | +144.5% | -55.2% | +41.4% |
| 10Y | +426.9% | +569.4% | -142.6% | +185.4% |
| All | +62,999.7% | +11,456.8% | +51,543.0% | +13,628.2% |
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