+660.9%
SNPS vs PHM
+670.5%
-9.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.1% | -4.1% | +5.2% | +2.4% |
| 30D | -5.2% | +16.1% | -21.3% | -10.1% |
| 3M | +10.6% | -2.5% | +13.1% | +10.6% |
| 6M | -10.6% | +12.9% | -23.5% | -15.4% |
| YTD | -3.1% | +9.0% | -12.1% | -8.1% |
| 1Y | +15.6% | +8.2% | +7.4% | +9.6% |
| 3Y | -12.9% | +58.4% | -71.4% | -30.3% |
| 5Y | +31.2% | +159.2% | -128.0% | -14.2% |
| All | +660.9% | +670.5% | -9.6% | +229.0% |
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