+1,522.6%
SMH vs INVH
+75.5%
+1,447.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.5% |
| 7D | +1.4% | -3.1% | +4.5% | +2.8% |
| 30D | -2.2% | -7.5% | +5.3% | +1.1% |
| 3M | -1.9% | -6.3% | +4.4% | +0.3% |
| 6M | +41.0% | +9.4% | +31.6% | +33.4% |
| YTD | +55.6% | +1.4% | +54.2% | +51.8% |
| 1Y | +86.8% | -4.1% | +90.9% | +86.6% |
| 3Y | +277.7% | -9.2% | +286.8% | +279.7% |
| 5Y | +324.2% | -19.6% | +343.8% | +349.2% |
| All | +1,522.6% | +75.5% | +1,447.2% | +1,145.7% |
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 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