+686.9%
SEI vs INVH
+60.1%
+626.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +22.6% | -3.0% | +25.6% | +24.0% |
| 30D | +9.1% | -7.5% | +16.6% | +12.1% |
| 3M | -11.3% | -5.5% | -5.8% | -10.2% |
| 6M | +22.0% | +11.7% | +10.3% | +15.0% |
| YTD | +47.3% | +1.3% | +45.9% | +43.9% |
| 1Y | +124.8% | -6.1% | +130.8% | +125.8% |
| 3Y | +591.3% | -9.8% | +601.0% | +595.3% |
| 5Y | +1,008.2% | -19.7% | +1,027.9% | +1,049.1% |
| All | +686.9% | +60.1% | +626.8% | +497.2% |
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