+194.4%
STT vs PHM
+669.9%
-475.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | +5.1% | -6.1% | +11.2% | +7.4% |
| 30D | -0.2% | +13.7% | -14.0% | -4.9% |
| 3M | -8.1% | -1.5% | -6.6% | -8.2% |
| 6M | +16.6% | +11.3% | +5.4% | +10.8% |
| YTD | +37.8% | +8.9% | +28.9% | +30.9% |
| 1Y | +46.8% | +6.1% | +40.7% | +40.6% |
| 3Y | +181.2% | +57.7% | +123.5% | +125.4% |
| 5Y | +105.1% | +159.0% | -53.8% | +31.5% |
| All | +194.4% | +669.9% | -475.5% | +25.4% |
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 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