+147.0%
SW vs INVH
+80.8%
+66.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.1% | -2.9% | -2.2% | -4.4% |
| 30D | -4.6% | -6.9% | +2.3% | -2.8% |
| 3M | +9.4% | -2.7% | +12.1% | +10.2% |
| 6M | +3.5% | +8.2% | -4.7% | +1.4% |
| YTD | +22.0% | +4.5% | +17.6% | +20.5% |
| 1Y | +2.2% | -2.3% | +4.5% | +2.6% |
| 3Y | +19.6% | -7.3% | +26.9% | +20.9% |
| 5Y | -2.3% | -20.5% | +18.1% | +0.6% |
| All | +147.0% | +80.8% | +66.2% | +111.1% |
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