+4,901.1%
SNPS vs PHM
+4,611.6%
+289.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -11.0% | -3.2% | -7.8% | -10.3% |
| 30D | -1.7% | -6.4% | +4.7% | -0.3% |
| 3M | -20.4% | +5.5% | -25.8% | -21.7% |
| 6M | -8.6% | -5.4% | -3.2% | -8.1% |
| YTD | -16.2% | +6.6% | -22.7% | -18.3% |
| 1Y | -34.6% | -8.8% | -25.7% | -34.0% |
| 3Y | -14.5% | +54.1% | -68.6% | -25.1% |
| 5Y | +17.0% | +144.5% | -127.5% | -8.7% |
| 10Y | +560.0% | +569.4% | -9.4% | +295.3% |
| All | +4,901.1% | +4,611.6% | +289.5% | +1,125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling