-25.9%
STRL vs PHM
+16.2%
-42.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +7.2% | -28.6% | -22.3% |
| 7D | -27.1% | +13.6% | -40.6% | -29.3% |
| 30D | -45.8% | +19.3% | -65.1% | -48.4% |
| 3M | -47.6% | +3.5% | -51.1% | -47.4% |
| 6M | -46.4% | +18.6% | -65.0% | -51.4% |
| YTD | -7.4% | +16.7% | -24.1% | -14.5% |
| 1Y | -25.9% | +14.6% | -40.5% | -31.4% |
| All | -25.9% | +16.2% | -42.0% | -31.4% |
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