+416.7%
SCHG vs INVH
+75.4%
+341.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.0% | -3.0% | +2.0% | +0.3% |
| 30D | -1.3% | -7.5% | +6.3% | +2.0% |
| 3M | +5.4% | -5.5% | +11.0% | +7.7% |
| 6M | +14.4% | +11.7% | +2.7% | +8.2% |
| YTD | +8.0% | +1.3% | +6.7% | +6.2% |
| 1Y | +12.7% | -6.1% | +18.8% | +14.4% |
| 3Y | +85.6% | -9.8% | +95.4% | +88.2% |
| 5Y | +85.5% | -19.7% | +105.2% | +96.6% |
| All | +416.7% | +75.4% | +341.4% | +304.9% |
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