-85.6%
SMR vs INVH
+1.1%
-86.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -3.5% |
| 7D | -9.5% | +3.1% | -12.6% | -8.7% |
| 30D | -33.2% | +5.8% | -39.0% | -32.2% |
| 3M | -45.9% | -8.5% | -37.4% | -47.3% |
| 6M | -57.9% | -1.3% | -56.5% | -58.4% |
| YTD | -63.8% | +2.6% | -66.4% | -64.7% |
| 1Y | -85.6% | +0.7% | -86.3% | -85.4% |
| All | -85.6% | +1.1% | -86.7% | -85.4% |
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