+71.6%
SM vs INVH
+1.1%
+70.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +3.6% | -18.9% | -14.3% |
| 7D | -21.5% | +3.1% | -24.6% | -20.6% |
| 30D | -11.4% | +5.8% | -17.2% | -10.0% |
| 3M | +0.6% | -8.5% | +9.1% | -0.6% |
| 6M | +0.2% | -1.3% | +1.6% | +0.3% |
| YTD | +69.7% | +2.6% | +67.1% | +76.2% |
| 1Y | +71.6% | +0.7% | +70.8% | +74.7% |
| All | +71.6% | +1.1% | +70.5% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling