+42.0%
SOFI vs PHM
+188.1%
-146.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.3% |
| 7D | -4.9% | -5.0% | 0.0% | -2.0% |
| 30D | -3.5% | -8.4% | +5.0% | +1.9% |
| 3M | +3.9% | -4.4% | +8.3% | +5.9% |
| 6M | -6.5% | -3.7% | -2.8% | -5.4% |
| YTD | -33.8% | +1.3% | -35.1% | -36.2% |
| 1Y | -33.3% | -14.0% | -19.2% | -29.1% |
| 3Y | +94.6% | +48.1% | +46.5% | +34.5% |
| 5Y | +13.3% | +158.8% | -145.5% | -49.2% |
| All | +42.0% | +188.1% | -146.1% | -45.2% |
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 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