+3,667.9%
STRL vs PHM
+670.5%
+2,997.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | +15.7% | -4.1% | +19.8% | +17.8% |
| 30D | -35.5% | +16.1% | -51.6% | -40.9% |
| 3M | -47.1% | -2.5% | -44.6% | -47.7% |
| 6M | -65.8% | +12.9% | -78.7% | -68.8% |
| YTD | -4.5% | +9.0% | -13.5% | -11.4% |
| 1Y | -10.5% | +8.2% | -18.6% | -16.9% |
| 3Y | +340.6% | +58.4% | +282.2% | +230.6% |
| 5Y | +911.0% | +159.2% | +751.9% | +480.5% |
| All | +3,667.9% | +670.5% | +2,997.4% | +1,335.3% |
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 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