+10,012.8%
STRL vs PHM
+11,040.0%
-1,027.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.4% | +4.0% |
| 7D | -26.9% | +6.2% | -33.1% | -28.7% |
| 30D | -52.7% | +17.9% | -70.6% | -55.3% |
| 3M | -52.8% | +2.5% | -55.3% | -53.8% |
| 6M | -71.5% | +10.8% | -82.3% | -72.8% |
| YTD | -17.4% | +13.7% | -31.2% | -21.7% |
| 1Y | -35.0% | +12.4% | -47.3% | -38.2% |
| 3Y | +239.2% | +65.6% | +173.6% | +186.4% |
| 5Y | +830.2% | +175.3% | +654.8% | +577.2% |
| 10Y | +3,574.7% | +713.9% | +2,860.8% | +1,911.2% |
| All | +10,012.8% | +11,040.0% | -1,027.2% | +3,094.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling