-14.6%
SNPS vs PHM
+52.3%
-66.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | +0.3% |
| 7D | -5.5% | -2.5% | -3.0% | -5.0% |
| 30D | -5.8% | -9.7% | +3.9% | -3.7% |
| 3M | -17.2% | +2.2% | -19.4% | -18.2% |
| 6M | -10.4% | -5.7% | -4.7% | -10.0% |
| YTD | -16.5% | +2.8% | -19.4% | -18.6% |
| 1Y | -35.6% | -14.4% | -21.2% | -33.8% |
| 3Y | -14.6% | +52.2% | -66.8% | -29.0% |
| All | -14.6% | +52.3% | -66.9% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling