+4,789.7%
SITM vs INVH
+11.5%
+4,778.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +3.9% | -3.0% | +6.8% | +6.0% |
| 30D | -6.6% | -7.5% | +0.9% | -1.8% |
| 3M | -11.9% | -5.5% | -6.3% | -9.8% |
| 6M | +81.1% | +11.7% | +69.4% | +62.9% |
| YTD | +80.0% | +1.3% | +78.6% | +72.7% |
| 1Y | +145.8% | -6.1% | +151.9% | +147.9% |
| 3Y | +475.9% | -9.8% | +485.6% | +487.3% |
| 5Y | +189.2% | -19.7% | +208.9% | +224.9% |
| All | +4,789.7% | +11.5% | +4,778.2% | +3,912.9% |
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