+309.7%
SN vs PHM
+42.7%
+267.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.8% |
| 7D | -3.4% | -3.9% | +0.5% | -1.4% |
| 30D | -9.1% | -8.6% | -0.5% | -4.8% |
| 3M | +31.8% | -2.9% | +34.7% | +33.3% |
| 6M | +52.0% | -5.7% | +57.7% | +56.1% |
| YTD | +51.3% | +1.9% | +49.4% | +48.5% |
| 1Y | +46.9% | -12.3% | +59.2% | +54.8% |
| 3Y | +394.9% | +50.8% | +344.2% | +319.2% |
| All | +309.7% | +42.7% | +267.0% | +243.8% |
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