+108.7%
SPG vs INVH
-21.2%
+130.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.4% |
| 7D | -2.2% | -3.1% | +0.9% | -0.3% |
| 30D | -5.8% | -7.5% | +1.7% | -1.3% |
| 3M | -2.8% | -6.3% | +3.5% | +1.0% |
| 6M | +8.9% | +9.4% | -0.6% | +2.7% |
| YTD | +14.3% | +1.4% | +12.9% | +12.5% |
| 1Y | +19.5% | -4.1% | +23.6% | +21.7% |
| 3Y | +106.9% | -9.2% | +116.0% | +115.5% |
| 5Y | +108.7% | -19.6% | +128.4% | +133.0% |
| All | +108.7% | -21.2% | +130.0% | +133.0% |
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 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