+172.6%
SAP vs INVH
+79.7%
+92.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -0.3% | -3.1% | +2.9% | +1.0% |
| 30D | +2.6% | -7.1% | +9.7% | +5.5% |
| 3M | +16.3% | -3.0% | +19.2% | +17.7% |
| 6M | +6.4% | +10.1% | -3.7% | +2.4% |
| YTD | -11.4% | +3.8% | -15.3% | -13.2% |
| 1Y | -20.4% | -2.1% | -18.3% | -20.3% |
| 3Y | +56.5% | -7.0% | +63.5% | +57.1% |
| 5Y | +56.8% | -20.6% | +77.4% | +65.8% |
| All | +172.6% | +79.7% | +92.9% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling