-20.2%
INVH vs SBAC
-43.5%
+23.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.9% |
| 7D | -3.0% | -2.1% | -0.9% | -2.3% |
| 30D | -7.5% | +2.0% | -9.5% | -8.2% |
| 3M | -5.5% | -8.3% | +2.8% | -2.9% |
| 6M | +11.7% | +0.3% | +11.4% | +9.9% |
| YTD | +1.3% | -2.2% | +3.5% | +0.4% |
| 1Y | -6.1% | -4.6% | -1.4% | -6.0% |
| 3Y | -9.8% | -8.3% | -1.5% | -10.7% |
| All | -20.2% | -43.5% | +23.2% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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