+137.3%
SW vs INVH
+73.1%
+64.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | -2.6% | -2.5% | -0.1% | -1.9% |
| 30D | +7.2% | +0.7% | +6.5% | +7.0% |
| 3M | -10.5% | -8.8% | -1.7% | -8.2% |
| 6M | +9.9% | -5.0% | +14.9% | +11.4% |
| YTD | +17.2% | 0.0% | +17.2% | +17.2% |
| 1Y | +26.5% | -1.9% | +28.4% | +26.9% |
| 3Y | +47.7% | -5.0% | +52.7% | +48.8% |
| 5Y | +0.2% | -21.6% | +21.8% | +3.9% |
| All | +137.3% | +73.1% | +64.2% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling