+455.3%
SN vs PHM
+63.3%
+392.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.4% | +1.6% |
| 7D | +7.6% | +3.5% | +4.1% | +5.6% |
| 30D | +24.1% | +21.2% | +2.9% | +12.0% |
| 3M | +23.7% | +2.5% | +21.2% | +21.5% |
| 6M | +105.5% | +16.1% | +89.4% | +89.0% |
| YTD | +105.1% | +16.6% | +88.5% | +86.9% |
| 1Y | +148.3% | +14.4% | +133.9% | +128.4% |
| 3Y | +438.7% | +71.9% | +366.8% | +326.7% |
| All | +455.3% | +63.3% | +392.0% | +332.6% |
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