+195.6%
STT vs PHM
+50.2%
+145.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | +1.0% | -3.9% | +4.8% | +2.1% |
| 30D | +2.8% | -8.6% | +11.3% | +5.3% |
| 3M | +18.1% | -2.9% | +21.1% | +18.2% |
| 6M | +59.2% | -5.7% | +64.9% | +60.3% |
| YTD | +51.5% | +1.9% | +49.6% | +48.1% |
| 1Y | +75.7% | -12.3% | +88.0% | +79.7% |
| All | +195.6% | +50.2% | +145.4% | +138.1% |
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 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