+105.8%
STT vs PHM
+166.0%
-60.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.7% |
| 7D | +1.1% | +2.9% | -1.8% | +0.1% |
| 30D | -1.9% | +16.5% | -18.4% | -7.2% |
| 3M | -7.6% | +0.6% | -8.2% | -8.3% |
| 6M | +16.0% | +11.6% | +4.4% | +10.0% |
| YTD | +36.2% | +12.1% | +24.1% | +27.9% |
| 1Y | +46.8% | +9.6% | +37.2% | +38.8% |
| 3Y | +177.8% | +62.3% | +115.5% | +114.6% |
| 5Y | +105.8% | +170.4% | -64.6% | +11.3% |
| All | +105.8% | +166.0% | -60.2% | +11.3% |
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