+19,359.6%
STRL vs PHM
+10,341.1%
+9,018.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.6% | +5.7% |
| 7D | +3.4% | -3.2% | +6.6% | +4.3% |
| 30D | -9.2% | -6.4% | -2.8% | -7.7% |
| 3M | -51.0% | +5.5% | -56.5% | -52.2% |
| 6M | +15.8% | -5.4% | +21.2% | +17.1% |
| YTD | +58.9% | +6.6% | +52.3% | +55.2% |
| 1Y | +68.5% | -8.8% | +77.4% | +71.2% |
| 3Y | +485.2% | +54.1% | +431.1% | +409.6% |
| 5Y | +2,005.1% | +144.5% | +1,860.6% | +1,500.7% |
| 10Y | +7,118.0% | +569.4% | +6,548.5% | +4,091.5% |
| All | +19,359.6% | +10,341.1% | +9,018.5% | +6,231.8% |
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