+120.1%
SMTC vs INVH
-20.2%
+140.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +13.1% | -3.0% | +16.1% | +14.8% |
| 30D | +19.5% | -7.5% | +27.0% | +23.7% |
| 3M | +2.2% | -5.5% | +7.8% | +3.7% |
| 6M | +94.9% | +11.7% | +83.2% | +78.2% |
| YTD | +127.0% | +1.3% | +125.6% | +118.8% |
| 1Y | +174.6% | -6.1% | +180.6% | +176.9% |
| 3Y | +615.9% | -9.8% | +625.7% | +639.4% |
| All | +120.1% | -20.2% | +140.3% | +154.5% |
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 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