+265.2%
SU vs PHM
+568.1%
-303.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | +2.2% | -5.0% | +7.2% | +3.4% |
| 30D | +8.4% | -8.4% | +16.9% | +10.5% |
| 3M | +12.1% | -4.4% | +16.5% | +12.4% |
| 6M | +19.7% | -3.7% | +23.4% | +18.9% |
| YTD | +58.4% | +1.3% | +57.1% | +54.8% |
| 1Y | +67.2% | -14.0% | +81.3% | +70.0% |
| 3Y | +125.0% | +48.1% | +76.9% | +89.8% |
| 5Y | +355.1% | +158.8% | +196.3% | +210.6% |
| All | +265.2% | +568.1% | -303.0% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling