-20.7%
SNAP vs PHM
+16.2%
-36.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.2% | -1.3% | +4.3% |
| 7D | -0.7% | +13.6% | -14.3% | -3.4% |
| 30D | +5.5% | +19.3% | -13.8% | +1.4% |
| 3M | +2.2% | +3.5% | -1.2% | +1.1% |
| 6M | -4.1% | +18.6% | -22.6% | -6.4% |
| YTD | -26.6% | +16.7% | -43.3% | -29.0% |
| 1Y | -20.7% | +14.6% | -35.4% | -23.6% |
| All | -20.7% | +16.2% | -36.9% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling