+85.6%
SPG vs INVH
+79.4%
+6.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | -2.7% | -2.3% | -0.4% | -1.0% |
| 30D | -7.3% | -5.7% | -1.5% | -3.2% |
| 3M | -3.5% | -4.5% | +1.0% | -0.3% |
| 6M | +8.5% | +11.0% | -2.5% | 0.0% |
| YTD | +13.0% | +3.7% | +9.3% | +8.9% |
| 1Y | +18.0% | -2.8% | +20.9% | +19.1% |
| 3Y | +104.5% | -7.1% | +111.7% | +109.7% |
| 5Y | +102.0% | -19.4% | +121.5% | +127.0% |
| All | +85.6% | +79.4% | +6.1% | +22.5% |
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 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