+74.7%
STT vs PHM
-6.9%
+81.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.5% | -3.2% | +3.7% | +1.0% |
| 30D | +3.9% | -6.4% | +10.3% | +5.0% |
| 3M | +20.0% | +5.5% | +14.5% | +17.6% |
| 6M | +55.3% | -5.4% | +60.8% | +55.1% |
| YTD | +53.3% | +6.6% | +46.8% | +48.6% |
| 1Y | +74.7% | -8.8% | +83.5% | +71.9% |
| All | +74.7% | -6.9% | +81.6% | +71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling