-79.4%
SNAP vs PHM
+573.2%
-652.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.7% | +0.8% |
| 7D | -7.3% | +3.5% | -10.8% | -8.6% |
| 30D | -18.9% | +21.2% | -40.1% | -25.1% |
| 3M | -5.3% | +2.5% | -7.7% | -6.4% |
| 6M | -16.9% | +16.1% | -33.0% | -22.3% |
| YTD | -37.4% | +16.6% | -54.1% | -42.3% |
| 1Y | -38.5% | +14.4% | -52.9% | -43.0% |
| 3Y | -55.1% | +71.9% | -126.9% | -65.1% |
| 5Y | -90.8% | +174.3% | -265.1% | -94.2% |
| All | -79.4% | +573.2% | -652.5% | -89.0% |
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