+75.7%
STT vs PHM
-14.7%
+90.3%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.2% |
| 7D | +1.0% | -3.9% | +4.8% | +1.7% |
| 30D | +2.8% | -8.6% | +11.3% | +4.4% |
| 3M | +18.1% | -2.9% | +21.1% | +17.8% |
| 6M | +59.2% | -5.7% | +64.9% | +59.0% |
| YTD | +51.5% | +1.9% | +49.6% | +47.6% |
| 1Y | +75.7% | -12.3% | +88.0% | +76.0% |
| All | +75.7% | -14.7% | +90.3% | +76.0% |
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 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