+7,178.3%
STRL vs PHM
+540.0%
+6,638.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.5% | +6.7% | +4.8% |
| 7D | +10.1% | -2.5% | +12.6% | +11.3% |
| 30D | -8.2% | -9.7% | +1.5% | -4.2% |
| 3M | -43.7% | +2.2% | -45.9% | -45.2% |
| 6M | +27.1% | -5.7% | +32.8% | +29.0% |
| YTD | +64.0% | +2.8% | +61.2% | +59.3% |
| 1Y | +75.2% | -14.4% | +89.6% | +83.9% |
| 3Y | +539.9% | +52.2% | +487.7% | +397.5% |
| 5Y | +2,133.0% | +154.3% | +1,978.7% | +1,218.3% |
| 10Y | +7,178.3% | +545.9% | +6,632.4% | +3,031.6% |
| All | +7,178.3% | +540.0% | +6,638.2% | +3,031.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling