+528.2%
SGI vs INVH
+75.4%
+452.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -4.5% | -3.0% | -1.5% | -2.5% |
| 30D | +4.2% | -7.5% | +11.7% | +9.6% |
| 3M | -7.4% | -5.5% | -1.9% | -4.2% |
| 6M | -15.1% | +11.7% | -26.8% | -21.3% |
| YTD | -24.7% | +1.3% | -26.0% | -26.0% |
| 1Y | -21.8% | -6.1% | -15.7% | -19.5% |
| 3Y | +50.0% | -9.8% | +59.8% | +54.7% |
| 5Y | +48.9% | -19.7% | +68.6% | +64.3% |
| All | +528.2% | +75.4% | +452.9% | +448.3% |
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