+3,988.2%
STRL vs PHM
+746.3%
+3,241.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.6% | +12.4% | +13.9% |
| 7D | -13.3% | +3.5% | -16.8% | -15.5% |
| 30D | -43.3% | +21.2% | -64.5% | -48.9% |
| 3M | -46.9% | +2.5% | -49.3% | -48.5% |
| 6M | -65.6% | +16.1% | -81.7% | -69.0% |
| YTD | -5.1% | +16.6% | -21.7% | -14.3% |
| 1Y | -23.1% | +14.4% | -37.5% | -30.2% |
| 3Y | +346.8% | +71.9% | +275.0% | +224.1% |
| 5Y | +907.2% | +174.3% | +732.8% | +465.6% |
| 10Y | +3,988.2% | +744.0% | +3,244.2% | +1,454.6% |
| All | +3,988.2% | +746.3% | +3,241.8% | +1,454.6% |
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