-35.0%
SFM vs INVH
+1.1%
-36.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +2.1% |
| 7D | -12.3% | +3.1% | -15.3% | -13.3% |
| 30D | -16.2% | +5.8% | -22.0% | -17.8% |
| 3M | -36.8% | -8.5% | -28.3% | -35.3% |
| 6M | -32.6% | -1.3% | -31.2% | -32.6% |
| YTD | -31.7% | +2.6% | -34.3% | -32.0% |
| 1Y | -35.0% | +0.7% | -35.7% | -34.5% |
| All | -35.0% | +1.1% | -36.1% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling