+527.9%
SNPS vs INVH
+79.4%
+448.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -5.5% | -2.3% | -3.2% | -4.4% |
| 30D | -4.5% | -5.7% | +1.2% | -2.0% |
| 3M | -15.5% | -4.5% | -11.0% | -14.1% |
| 6M | -10.1% | +11.0% | -21.0% | -15.5% |
| YTD | -16.3% | +3.7% | -20.0% | -19.1% |
| 1Y | -34.9% | -2.8% | -32.1% | -34.9% |
| 3Y | -14.4% | -7.1% | -7.2% | -14.0% |
| 5Y | +17.9% | -19.4% | +37.3% | +26.4% |
| All | +527.9% | +79.4% | +448.5% | +383.0% |
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 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