+515.0%
STRL vs PHM
+61.0%
+454.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | -3.2% | +6.6% | +4.8% |
| 30D | -9.2% | -6.4% | -2.8% | -6.9% |
| 3M | -51.0% | +5.5% | -56.5% | -53.1% |
| 6M | +15.8% | -5.4% | +21.2% | +16.4% |
| YTD | +58.9% | +6.6% | +52.3% | +51.7% |
| 1Y | +68.5% | -8.8% | +77.4% | +70.8% |
| All | +515.0% | +61.0% | +454.1% | +360.4% |
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 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