+24.8%
SWK vs INVH
-1.8%
+26.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +0.1% | -3.1% | +3.2% | +1.5% |
| 30D | -8.9% | -7.1% | -1.8% | -6.1% |
| 3M | +20.5% | -3.0% | +23.5% | +21.8% |
| 6M | +27.1% | +10.1% | +17.0% | +21.2% |
| YTD | +30.2% | +3.8% | +26.3% | +27.3% |
| 1Y | +24.8% | -2.1% | +26.9% | +24.8% |
| All | +24.8% | -1.8% | +26.5% | +24.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling