+597.0%
SE vs INVH
+57.1%
+539.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +0.6% | -3.1% | +3.7% | +2.4% |
| 30D | -0.1% | -7.1% | +7.0% | +3.9% |
| 3M | +34.1% | -3.0% | +37.1% | +35.7% |
| 6M | +23.2% | +10.1% | +13.1% | +15.3% |
| YTD | -11.2% | +3.8% | -15.0% | -14.5% |
| 1Y | -40.5% | -2.1% | -38.4% | -41.0% |
| 3Y | +196.3% | -7.0% | +203.3% | +193.0% |
| 5Y | -67.0% | -20.6% | -46.5% | -63.7% |
| All | +597.0% | +57.1% | +539.9% | +422.5% |
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 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