+782.1%
SIMO vs INVH
+79.7%
+702.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.3% |
| 7D | +14.6% | -3.1% | +17.7% | +15.6% |
| 30D | +6.2% | -7.1% | +13.3% | +8.3% |
| 3M | +3.6% | -3.0% | +6.5% | +3.7% |
| 6M | +130.8% | +10.1% | +120.7% | +121.4% |
| YTD | +195.8% | +3.8% | +191.9% | +187.5% |
| 1Y | +225.0% | -2.1% | +227.1% | +221.6% |
| 3Y | +452.3% | -7.0% | +459.3% | +452.3% |
| 5Y | +303.6% | -20.6% | +324.2% | +320.4% |
| All | +782.1% | +79.7% | +702.4% | +599.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling