+760.1%
SIMO vs INVH
+75.5%
+684.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.9% |
| 7D | +12.5% | -3.1% | +15.7% | +13.5% |
| 30D | +18.4% | -7.5% | +25.9% | +20.8% |
| 3M | +5.6% | -6.3% | +11.9% | +6.9% |
| 6M | +116.9% | +9.4% | +107.5% | +108.3% |
| YTD | +188.4% | +1.4% | +187.0% | +182.2% |
| 1Y | +221.3% | -4.1% | +225.4% | +219.6% |
| 3Y | +438.6% | -9.2% | +447.8% | +442.1% |
| 5Y | +287.9% | -19.6% | +307.5% | +301.8% |
| All | +760.1% | +75.5% | +684.6% | +586.5% |
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 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