+822.5%
SIMO vs INVH
+75.4%
+747.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.3% |
| 7D | +11.0% | -3.0% | +14.0% | +12.0% |
| 30D | +17.9% | -7.5% | +25.4% | +20.3% |
| 3M | +3.9% | -5.5% | +9.4% | +4.9% |
| 6M | +131.0% | +11.7% | +119.3% | +120.5% |
| YTD | +209.3% | +1.3% | +208.0% | +202.7% |
| 1Y | +223.8% | -6.1% | +229.8% | +224.3% |
| 3Y | +479.2% | -9.8% | +489.0% | +484.3% |
| 5Y | +316.0% | -19.7% | +335.7% | +331.0% |
| All | +822.5% | +75.4% | +747.1% | +636.4% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling