+156.0%
STT vs PHM
+149.8%
+6.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | -1.4% | -6.4% | +5.0% | +0.9% |
| 30D | +2.2% | -12.1% | +14.3% | +6.7% |
| 3M | +18.8% | -1.5% | +20.4% | +18.3% |
| 6M | +57.9% | -6.0% | +63.9% | +59.4% |
| YTD | +51.0% | -0.3% | +51.3% | +48.3% |
| 1Y | +77.1% | -13.3% | +90.5% | +82.7% |
| 3Y | +199.8% | +47.6% | +152.3% | +140.2% |
| 5Y | +156.0% | +154.7% | +1.2% | +48.9% |
| All | +156.0% | +149.8% | +6.1% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling