+1,537.1%
SOXX vs PHM
+568.1%
+969.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.2% |
| 7D | +1.4% | -5.0% | +6.4% | +3.4% |
| 30D | -3.6% | -8.4% | +4.9% | -0.4% |
| 3M | -10.2% | -4.4% | -5.7% | -9.4% |
| 6M | +54.2% | -3.7% | +58.0% | +54.8% |
| YTD | +75.2% | +1.3% | +73.9% | +71.4% |
| 1Y | +107.5% | -14.0% | +121.5% | +115.8% |
| 3Y | +226.8% | +48.1% | +178.6% | +161.7% |
| 5Y | +251.2% | +158.8% | +92.4% | +118.5% |
| All | +1,537.1% | +568.1% | +969.0% | +640.6% |
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