+553.4%
SE vs INVH
+53.3%
+500.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -5.2% | -3.0% | -2.2% | -3.6% |
| 30D | -17.1% | -7.5% | -9.5% | -13.5% |
| 3M | +24.0% | -5.5% | +29.5% | +27.3% |
| 6M | +21.0% | +11.7% | +9.3% | +12.2% |
| YTD | -16.7% | +1.3% | -18.1% | -18.7% |
| 1Y | -45.9% | -6.1% | -39.9% | -45.1% |
| 3Y | +177.8% | -9.8% | +187.6% | +179.5% |
| 5Y | -67.4% | -19.7% | -47.7% | -64.3% |
| All | +553.4% | +53.3% | +500.0% | +396.5% |
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 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