+2,502.1%
SOXX vs PHM
+1,200.7%
+1,301.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.0% |
| 7D | +3.0% | -6.4% | +9.4% | +5.3% |
| 30D | -3.1% | -12.1% | +9.0% | +0.9% |
| 3M | -4.4% | -1.5% | -2.9% | -4.6% |
| 6M | +52.9% | -6.0% | +58.9% | +54.8% |
| YTD | +72.0% | -0.3% | +72.3% | +70.1% |
| 1Y | +105.1% | -13.3% | +118.5% | +111.6% |
| 3Y | +220.6% | +47.6% | +173.0% | +170.6% |
| 5Y | +244.8% | +154.7% | +90.1% | +140.5% |
| 10Y | +1,537.1% | +552.4% | +984.7% | +694.1% |
| All | +2,502.1% | +1,200.7% | +1,301.4% | +346.7% |
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