+15.4%
SOFI vs PHM
+156.2%
-140.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.4% |
| 7D | -4.9% | -5.0% | 0.0% | -1.8% |
| 30D | -3.5% | -8.4% | +5.0% | +2.1% |
| 3M | +3.9% | -4.4% | +8.3% | +6.0% |
| 6M | -6.5% | -3.7% | -2.8% | -5.4% |
| YTD | -33.8% | +1.3% | -35.1% | -36.4% |
| 1Y | -33.3% | -14.0% | -19.2% | -29.0% |
| 3Y | +94.6% | +48.1% | +46.5% | +28.0% |
| All | +15.4% | +156.2% | -140.8% | -55.8% |
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