+1.5%
SMR vs INVH
-14.9%
+16.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.4% | -4.7% |
| 7D | +4.7% | -3.1% | +7.8% | +6.0% |
| 30D | +3.2% | -7.5% | +10.7% | +6.3% |
| 3M | +9.9% | -6.3% | +16.2% | +12.0% |
| 6M | -15.1% | +9.4% | -24.6% | -19.6% |
| YTD | -27.9% | +1.4% | -29.4% | -29.6% |
| 1Y | -70.2% | -4.1% | -66.1% | -70.3% |
| 3Y | +72.5% | -9.2% | +81.7% | +75.9% |
| All | +1.5% | -14.9% | +16.4% | +0.6% |
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