+341.1%
SAN vs INVH
-9.6%
+350.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -2.8% | -3.1% | +0.3% | -1.9% |
| 30D | -0.5% | -7.5% | +6.9% | +1.7% |
| 3M | +22.7% | -6.3% | +29.0% | +24.8% |
| 6M | +28.8% | +9.4% | +19.3% | +24.3% |
| YTD | +26.3% | +1.4% | +24.9% | +24.7% |
| 1Y | +48.8% | -4.1% | +52.9% | +49.8% |
| All | +341.1% | -9.6% | +350.7% | +352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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