+5,768.2%
SNPS vs PHM
+4,813.5%
+954.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.2% | -4.8% | +4.6% | +0.9% |
| 30D | -8.0% | +16.5% | -24.6% | -11.5% |
| 3M | +12.5% | -2.0% | +14.5% | +12.4% |
| 6M | -10.5% | +12.7% | -23.1% | -13.8% |
| YTD | -1.6% | +11.2% | -12.8% | -5.5% |
| 1Y | +16.8% | +7.7% | +9.1% | +12.9% |
| 3Y | -10.9% | +60.9% | -71.8% | -22.9% |
| 5Y | +35.8% | +167.7% | -131.9% | +3.5% |
| 10Y | +675.0% | +692.1% | -17.1% | +346.1% |
| All | +5,768.2% | +4,813.5% | +954.7% | +1,317.2% |
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