+166.0%
SAP vs INVH
+75.4%
+90.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.1% | -3.0% | -1.1% | -2.9% |
| 30D | +1.1% | -7.5% | +8.6% | +4.1% |
| 3M | +26.1% | -5.5% | +31.6% | +29.0% |
| 6M | +9.8% | +11.7% | -1.9% | +5.0% |
| YTD | -13.6% | +1.3% | -14.9% | -14.5% |
| 1Y | -18.7% | -6.1% | -12.6% | -17.2% |
| 3Y | +54.1% | -9.8% | +63.9% | +56.5% |
| 5Y | +54.7% | -19.7% | +74.4% | +62.8% |
| All | +166.0% | +75.4% | +90.7% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling