+293.9%
SFM vs INVH
+75.4%
+218.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -10.6% | -3.0% | -7.6% | -10.0% |
| 30D | -15.5% | -7.5% | -7.9% | -14.0% |
| 3M | -17.4% | -5.5% | -11.9% | -16.4% |
| 6M | -3.4% | +11.7% | -15.1% | -5.8% |
| YTD | -8.7% | +1.3% | -10.0% | -9.1% |
| 1Y | -47.2% | -6.1% | -41.1% | -46.6% |
| 3Y | +82.7% | -9.8% | +92.5% | +85.1% |
| 5Y | +214.3% | -19.7% | +234.0% | +222.6% |
| All | +293.9% | +75.4% | +218.6% | +212.6% |
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