+194.0%
STT vs PHM
+670.5%
-476.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +4.8% | -4.1% | +8.9% | +6.3% |
| 30D | +3.9% | +16.1% | -12.2% | -1.7% |
| 3M | -8.2% | -2.5% | -5.7% | -7.9% |
| 6M | +15.6% | +12.9% | +2.7% | +9.2% |
| YTD | +37.6% | +9.0% | +28.6% | +30.7% |
| 1Y | +50.1% | +8.2% | +42.0% | +42.7% |
| 3Y | +183.1% | +58.4% | +124.6% | +126.5% |
| 5Y | +104.8% | +159.2% | -54.3% | +31.3% |
| All | +194.0% | +670.5% | -476.6% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling