+2.7%
SSPC vs PHM
-6.6%
+9.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -1.5% |
| 7D | +1.3% | -6.4% | +7.6% | -0.9% |
| 30D | -25.0% | -12.1% | -12.9% | -29.1% |
| All | +2.7% | -6.6% | +9.3% | +6.8% |
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 · Available span rolling