+572.1%
SNPS vs PHM
+557.7%
+14.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.7% |
| 7D | -4.6% | -6.4% | +1.8% | -2.6% |
| 30D | -3.3% | -12.1% | +8.7% | +0.6% |
| 3M | -13.8% | -1.5% | -12.2% | -14.0% |
| 6M | -8.2% | -6.0% | -2.2% | -7.4% |
| YTD | -15.4% | -0.3% | -15.1% | -17.0% |
| 1Y | +2.4% | -13.3% | +15.8% | +5.1% |
| 3Y | -13.5% | +47.6% | -61.1% | -28.8% |
| 5Y | +19.5% | +154.7% | -135.3% | -20.9% |
| All | +572.1% | +557.7% | +14.5% | +216.5% |
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