+139.0%
SW vs INVH
+74.4%
+64.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +2.2% | +1.8% | +0.3% | +1.7% |
| 30D | +7.4% | +1.1% | +6.3% | +7.1% |
| 3M | -5.9% | -8.3% | +2.4% | -3.7% |
| 6M | +9.0% | -3.7% | +12.6% | +10.1% |
| YTD | +18.1% | +0.8% | +17.3% | +17.8% |
| 1Y | +28.7% | +1.0% | +27.7% | +28.2% |
| 3Y | +48.8% | -4.3% | +53.0% | +49.6% |
| 5Y | +2.5% | -21.0% | +23.4% | +6.0% |
| All | +139.0% | +74.4% | +64.6% | +106.3% |
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