+59.1%
SO vs INVH
-21.2%
+80.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -1.1% | -3.1% | +2.0% | 0.0% |
| 30D | -3.7% | -7.5% | +3.7% | -1.0% |
| 3M | -5.9% | -6.3% | +0.4% | -3.7% |
| 6M | -7.3% | +9.4% | -16.8% | -10.5% |
| YTD | +3.1% | +1.4% | +1.7% | +2.2% |
| 1Y | -1.0% | -4.1% | +3.1% | 0.0% |
| 3Y | +43.2% | -9.2% | +52.4% | +46.0% |
| 5Y | +59.1% | -19.6% | +78.7% | +65.6% |
| All | +59.1% | -21.2% | +80.3% | +65.6% |
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 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