+576.6%
SPMO vs PHM
+579.6%
-3.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.3% |
| 7D | +3.4% | -2.5% | +5.9% | +4.0% |
| 30D | +0.5% | -9.7% | +10.2% | +2.9% |
| 3M | +1.9% | +2.2% | -0.3% | +0.8% |
| 6M | +27.8% | -5.7% | +33.5% | +28.7% |
| YTD | +26.7% | +2.8% | +23.8% | +24.4% |
| 1Y | +28.9% | -14.4% | +43.3% | +32.1% |
| 3Y | +160.7% | +52.2% | +108.5% | +124.4% |
| 5Y | +150.2% | +154.3% | -4.1% | +82.8% |
| 10Y | +517.5% | +545.9% | -28.3% | +269.3% |
| All | +576.6% | +579.6% | -3.0% | +302.6% |
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 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