+75.0%
SO vs PHM
+173.8%
-98.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | -1.5% | +6.2% | -7.7% | -2.3% |
| 30D | +8.1% | +17.9% | -9.9% | +5.7% |
| 3M | +0.2% | +2.5% | -2.3% | -0.3% |
| 6M | +0.4% | +10.8% | -10.4% | -1.3% |
| YTD | +8.5% | +13.7% | -5.2% | +6.1% |
| 1Y | +4.9% | +12.4% | -7.4% | +2.7% |
| 3Y | +47.9% | +65.6% | -17.7% | +34.5% |
| All | +75.0% | +173.8% | -98.8% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling