+4,532.8%
SITM vs INVH
+11.6%
+4,521.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.6% |
| 7D | +4.8% | -3.1% | +8.0% | +7.1% |
| 30D | -9.7% | -7.5% | -2.2% | -5.1% |
| 3M | -9.3% | -6.3% | -3.0% | -6.7% |
| 6M | +69.5% | +9.4% | +60.1% | +54.8% |
| YTD | +70.5% | +1.4% | +69.1% | +63.6% |
| 1Y | +145.3% | -4.1% | +149.4% | +143.4% |
| 3Y | +432.8% | -9.2% | +442.0% | +440.6% |
| 5Y | +174.0% | -19.6% | +193.6% | +207.7% |
| All | +4,532.8% | +11.6% | +4,521.2% | +3,700.3% |
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