+295.8%
SFM vs INVH
+79.4%
+216.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -7.2% | -2.3% | -4.9% | -6.7% |
| 30D | -14.3% | -5.7% | -8.6% | -13.2% |
| 3M | -13.7% | -4.5% | -9.3% | -12.9% |
| 6M | -6.0% | +11.0% | -17.0% | -8.2% |
| YTD | -8.2% | +3.7% | -11.9% | -9.1% |
| 1Y | -46.2% | -2.8% | -43.4% | -46.1% |
| 3Y | +83.6% | -7.1% | +90.7% | +84.8% |
| 5Y | +212.7% | -19.4% | +232.1% | +220.3% |
| All | +295.8% | +79.4% | +216.4% | +212.5% |
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