-18.8%
SAP vs INVH
-4.2%
-14.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | -5.1% | -3.1% | -2.0% | -4.5% |
| 30D | -1.8% | -7.5% | +5.7% | -0.3% |
| 3M | +20.9% | -6.3% | +27.2% | +22.6% |
| 6M | +7.0% | +9.4% | -2.4% | +7.4% |
| YTD | -13.7% | +1.4% | -15.2% | -13.4% |
| All | -18.8% | -4.2% | -14.6% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling