+239.2%
STRL vs PHM
+64.3%
+174.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.4% | +4.1% |
| 7D | -26.9% | +6.2% | -33.1% | -29.0% |
| 30D | -52.7% | +17.9% | -70.6% | -56.1% |
| 3M | -52.8% | +2.5% | -55.3% | -53.8% |
| 6M | -71.5% | +10.8% | -82.3% | -73.4% |
| YTD | -17.4% | +13.7% | -31.2% | -23.8% |
| 1Y | -35.0% | +12.4% | -47.3% | -39.8% |
| 3Y | +239.2% | +65.6% | +173.6% | +148.5% |
| All | +239.2% | +64.3% | +174.9% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling