+137.6%
SW vs INVH
+74.5%
+63.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.5% |
| 7D | +2.3% | +2.0% | +0.3% | +1.8% |
| 30D | +6.8% | +4.8% | +2.0% | +5.5% |
| 3M | -5.2% | -9.8% | +4.6% | -2.6% |
| 6M | +7.4% | -3.7% | +11.1% | +8.5% |
| YTD | +17.4% | +0.8% | +16.6% | +17.1% |
| 1Y | +27.1% | +1.9% | +25.2% | +26.3% |
| 3Y | +47.9% | -4.3% | +52.2% | +48.7% |
| 5Y | -2.6% | -21.1% | +18.5% | +0.9% |
| All | +137.6% | +74.5% | +63.1% | +105.1% |
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