+440.1%
SIMO vs INVH
-9.6%
+449.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.4% |
| 7D | +12.5% | -3.1% | +15.7% | +12.7% |
| 30D | +18.4% | -7.5% | +25.9% | +18.8% |
| 3M | +5.6% | -6.3% | +11.9% | +5.6% |
| 6M | +116.9% | +9.4% | +107.5% | +109.2% |
| YTD | +188.4% | +1.4% | +187.0% | +182.5% |
| 1Y | +221.3% | -4.1% | +225.4% | +221.5% |
| All | +440.1% | -9.6% | +449.7% | +462.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling