+327.2%
SMH vs INVH
-20.2%
+347.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +0.3% | -3.0% | +3.3% | +1.4% |
| 30D | -2.8% | -7.5% | +4.7% | 0.0% |
| 3M | -6.7% | -5.5% | -1.2% | -5.3% |
| 6M | +41.8% | +11.7% | +30.1% | +33.0% |
| YTD | +57.9% | +1.3% | +56.5% | +54.2% |
| 1Y | +87.6% | -6.1% | +93.7% | +89.6% |
| 3Y | +282.9% | -9.8% | +292.7% | +285.5% |
| All | +327.2% | -20.2% | +347.4% | +371.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling