-36.5%
SWKS vs PHM
+158.6%
-195.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.4% | -4.1% | +13.6% | +11.5% |
| 30D | +17.0% | +16.1% | +0.8% | +7.9% |
| 3M | +28.9% | -2.5% | +31.4% | +29.0% |
| 6M | +33.1% | +12.9% | +20.2% | +22.8% |
| YTD | +44.8% | +9.0% | +35.8% | +34.3% |
| 1Y | +36.2% | +8.2% | +28.0% | +26.6% |
| 3Y | +11.5% | +58.4% | -47.0% | -19.3% |
| All | -36.5% | +158.6% | -195.2% | -68.1% |
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 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