+177.8%
STT vs PHM
+64.0%
+113.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.5% |
| 7D | +1.1% | +2.9% | -1.8% | +0.3% |
| 30D | -1.9% | +16.5% | -18.4% | -6.1% |
| 3M | -7.6% | +0.6% | -8.2% | -8.1% |
| 6M | +16.0% | +11.6% | +4.4% | +11.2% |
| YTD | +36.2% | +12.1% | +24.1% | +29.4% |
| 1Y | +46.8% | +9.6% | +37.2% | +40.3% |
| 3Y | +177.8% | +62.3% | +115.5% | +119.6% |
| All | +177.8% | +64.0% | +113.8% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling