+823.3%
SPYM vs PHM
+275.5%
+547.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | +0.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.1% |
| 30D | -0.9% | -9.7% | +8.7% | +1.2% |
| 3M | +3.9% | +2.2% | +1.7% | +3.0% |
| 6M | +14.5% | -5.7% | +20.2% | +15.4% |
| YTD | +13.0% | +2.8% | +10.2% | +11.3% |
| 1Y | +19.4% | -14.4% | +33.9% | +22.2% |
| 3Y | +78.9% | +52.2% | +26.7% | +57.7% |
| 5Y | +82.3% | +154.3% | -71.9% | +41.0% |
| 10Y | +314.7% | +545.9% | -231.1% | +151.9% |
| All | +823.3% | +275.5% | +547.8% | +353.3% |
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