+214.2%
SFM vs INVH
-20.1%
+234.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -8.8% | -3.1% | -5.6% | -7.9% |
| 30D | -14.5% | -7.5% | -7.0% | -12.4% |
| 3M | -16.8% | -6.3% | -10.6% | -15.3% |
| 6M | -5.3% | +9.4% | -14.8% | -7.9% |
| YTD | -9.4% | +1.4% | -10.8% | -10.0% |
| 1Y | -46.2% | -4.1% | -42.1% | -45.7% |
| 3Y | +81.3% | -9.2% | +90.5% | +84.4% |
| All | +214.2% | -20.1% | +234.3% | +228.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling