+1,546.5%
SMH vs INVH
+75.4%
+1,471.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +0.3% | -3.0% | +3.3% | +1.6% |
| 30D | -2.8% | -7.5% | +4.7% | +0.5% |
| 3M | -6.7% | -5.5% | -1.2% | -5.0% |
| 6M | +41.8% | +11.7% | +30.1% | +32.8% |
| YTD | +57.9% | +1.3% | +56.5% | +54.1% |
| 1Y | +87.6% | -6.1% | +93.7% | +89.3% |
| 3Y | +282.9% | -9.8% | +292.7% | +286.2% |
| 5Y | +330.4% | -19.7% | +350.1% | +356.0% |
| All | +1,546.5% | +75.4% | +1,471.2% | +1,164.5% |
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 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