-22.9%
SPOT vs PHM
-6.9%
-16.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -0.9% | -3.2% | +2.3% | -0.8% |
| 30D | +12.5% | -6.4% | +18.9% | +12.7% |
| 3M | +9.9% | +5.5% | +4.4% | +10.0% |
| 6M | +1.6% | -5.4% | +7.0% | +1.2% |
| YTD | -6.6% | +6.6% | -13.2% | -4.4% |
| 1Y | -22.9% | -8.8% | -14.1% | -22.1% |
| All | -22.9% | -6.9% | -16.0% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling