+47.0%
SWKS vs PHM
+685.6%
-638.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.8% | +6.8% | +6.3% |
| 7D | +5.7% | -4.8% | +10.5% | +7.9% |
| 30D | +17.3% | +16.5% | +0.8% | +8.9% |
| 3M | +28.3% | -2.0% | +30.3% | +28.1% |
| 6M | +26.1% | +12.7% | +13.4% | +17.5% |
| YTD | +41.1% | +11.2% | +29.9% | +31.1% |
| 1Y | +31.4% | +7.7% | +23.7% | +23.7% |
| 3Y | +7.3% | +60.9% | -53.6% | -17.9% |
| 5Y | -37.7% | +167.7% | -205.4% | -63.3% |
| All | +47.0% | +685.6% | -638.7% | -48.7% |
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