+306.1%
SIMO vs INVH
-19.5%
+325.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +14.5% | -2.3% | +16.8% | +15.0% |
| 30D | +20.4% | -5.7% | +26.1% | +21.6% |
| 3M | +7.1% | -4.5% | +11.6% | +7.5% |
| 6M | +129.2% | +11.0% | +118.3% | +120.6% |
| YTD | +201.9% | +3.7% | +198.3% | +194.7% |
| 1Y | +235.5% | -2.8% | +238.4% | +234.2% |
| 3Y | +463.8% | -7.1% | +471.0% | +467.0% |
| All | +306.1% | -19.5% | +325.6% | +334.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling