+125.0%
SU vs PHM
+49.3%
+75.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +2.2% | -5.0% | +7.2% | +2.3% |
| 30D | +8.4% | -8.4% | +16.9% | +8.6% |
| 3M | +12.1% | -4.4% | +16.5% | +11.9% |
| 6M | +19.7% | -3.7% | +23.4% | +19.3% |
| YTD | +58.4% | +1.3% | +57.1% | +56.8% |
| 1Y | +67.2% | -14.0% | +81.3% | +68.6% |
| 3Y | +125.0% | +48.1% | +76.9% | +112.1% |
| All | +125.0% | +49.3% | +75.7% | +112.1% |
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